+103.0%
DORM vs SPY
+318.9%
-215.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.5% |
| 7D | -2.3% | -2.0% | -0.4% | -0.8% |
| 30D | -4.8% | -1.7% | -3.2% | -3.6% |
| 3M | -0.2% | +4.7% | -4.9% | -3.7% |
| 6M | +18.5% | +12.5% | +6.0% | +8.4% |
| YTD | +2.8% | +11.7% | -8.9% | -5.6% |
| 1Y | -20.4% | +17.5% | -37.9% | -29.8% |
| 3Y | +61.1% | +76.6% | -15.5% | +4.1% |
| 5Y | +37.2% | +82.0% | -44.8% | -14.1% |
| All | +103.0% | +318.9% | -215.9% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling