+53.6%
CSX vs DPZ
-27.3%
+80.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | -2.7% | +9.5% | -12.2% | -4.6% |
| 30D | +7.0% | +12.8% | -5.8% | +4.3% |
| 3M | -0.3% | -6.2% | +5.9% | +0.8% |
| 6M | +13.5% | +4.3% | +9.3% | +11.8% |
| YTD | +41.5% | -16.6% | +58.1% | +46.2% |
| 1Y | +45.8% | -12.8% | +58.6% | +48.9% |
| 3Y | +74.4% | -0.8% | +75.2% | +69.3% |
| 5Y | +53.6% | -25.8% | +79.4% | +59.9% |
| All | +53.6% | -27.3% | +80.9% | +59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling