+47.1%
CSX vs DPZ
-14.7%
+61.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.4% | -2.8% | +1.9% |
| 7D | +0.1% | +10.1% | -10.0% | -1.1% |
| 30D | +9.7% | +14.6% | -4.9% | +7.9% |
| 3M | +2.3% | -6.8% | +9.0% | +2.7% |
| 6M | +17.1% | +4.4% | +12.7% | +16.1% |
| YTD | +44.9% | -16.8% | +61.7% | +48.8% |
| 1Y | +47.1% | -14.5% | +61.6% | +48.4% |
| All | +47.1% | -14.7% | +61.8% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DPZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling