+102.9%
DORM vs SPY
+321.4%
-218.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.3% |
| 7D | -1.5% | -0.4% | -1.1% | -1.2% |
| 30D | -5.0% | -1.4% | -3.6% | -4.0% |
| 3M | -1.1% | +3.7% | -4.8% | -3.8% |
| 6M | +17.5% | +13.0% | +4.5% | +7.1% |
| YTD | +2.8% | +12.4% | -9.6% | -6.1% |
| 1Y | -22.4% | +18.5% | -41.0% | -32.0% |
| 3Y | +61.1% | +77.6% | -16.6% | +3.6% |
| 5Y | +35.8% | +81.7% | -45.9% | -14.9% |
| All | +102.9% | +321.4% | -218.5% | -38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling