+414.9%
CSX vs DPZ
+140.2%
+274.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.2% |
| 7D | +6.0% | +2.2% | +3.7% | +5.4% |
| 30D | +7.8% | +15.5% | -7.7% | +4.4% |
| 3M | +4.1% | -2.0% | +6.1% | +4.3% |
| 6M | +17.9% | +12.1% | +5.8% | +14.2% |
| YTD | +44.9% | -16.6% | +61.5% | +49.6% |
| 1Y | +51.1% | -14.6% | +65.7% | +55.1% |
| 3Y | +78.3% | -4.1% | +82.4% | +75.2% |
| 5Y | +58.1% | -28.3% | +86.4% | +63.5% |
| All | +414.9% | +140.2% | +274.7% | +317.6% |
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