+68.6%
CSX vs DPZ
-3.1%
+71.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -3.0% |
| 7D | -5.5% | +6.6% | -12.1% | -6.6% |
| 30D | +4.9% | +10.3% | -5.4% | +3.2% |
| 3M | -2.9% | -6.2% | +3.3% | -2.0% |
| 6M | +8.3% | +4.2% | +4.1% | +7.0% |
| YTD | +36.7% | -18.4% | +55.1% | +41.3% |
| 1Y | +41.5% | -14.9% | +56.4% | +44.9% |
| 3Y | +68.6% | -4.6% | +73.3% | +73.0% |
| All | +68.6% | -3.1% | +71.7% | +73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling