+1,462.8%
CRWD vs DPZ
+34.5%
+1,428.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -4.0% | -2.3% |
| 7D | +4.5% | +2.2% | +2.3% | +3.6% |
| 30D | -9.1% | +15.5% | -24.6% | -14.2% |
| 3M | +0.5% | -2.0% | +2.5% | +0.3% |
| 6M | +61.1% | +12.1% | +49.0% | +51.0% |
| YTD | +93.4% | -16.6% | +110.0% | +102.8% |
| 1Y | +71.1% | -14.6% | +85.7% | +77.1% |
| 3Y | +351.1% | -4.1% | +355.2% | +330.8% |
| 5Y | +218.8% | -28.3% | +247.1% | +239.7% |
| All | +1,462.8% | +34.5% | +1,428.4% | +1,178.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling