+427.3%
CSX vs DPZ
+123.5%
+303.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -2.9% |
| 7D | -5.5% | +6.6% | -12.1% | -6.8% |
| 30D | +4.9% | +10.3% | -5.4% | +2.6% |
| 3M | -2.9% | -6.2% | +3.3% | -1.7% |
| 6M | +8.3% | +4.2% | +4.1% | +6.6% |
| YTD | +36.7% | -18.4% | +55.1% | +41.9% |
| 1Y | +41.5% | -14.9% | +56.4% | +45.3% |
| 3Y | +68.6% | -4.6% | +73.3% | +66.0% |
| 5Y | +48.4% | -27.4% | +75.8% | +53.0% |
| All | +427.3% | +123.5% | +303.8% | +332.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling