+416.4%
CSX vs DPZ
+129.5%
+286.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -0.3% | -3.5% | +3.3% | +0.5% |
| 30D | +8.7% | +5.7% | +3.0% | +7.3% |
| 3M | +4.2% | -7.5% | +11.7% | +5.8% |
| 6M | +16.7% | +6.2% | +10.5% | +14.4% |
| YTD | +44.5% | -19.8% | +64.3% | +50.5% |
| 1Y | +50.3% | -18.0% | +68.2% | +55.6% |
| 3Y | +76.3% | -8.8% | +85.1% | +75.3% |
| 5Y | +58.1% | -30.2% | +88.3% | +64.5% |
| 10Y | +416.4% | +132.0% | +284.4% | +321.7% |
| All | +416.4% | +129.5% | +286.9% | +321.7% |
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