+14.7%
DORM vs SPY
+74.6%
-59.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.9% |
| 7D | -5.5% | -0.9% | -4.6% | -5.0% |
| 30D | +10.3% | -2.4% | +12.6% | +12.1% |
| 3M | +1.1% | -1.2% | +2.3% | +1.8% |
| 6M | +11.2% | +3.3% | +7.9% | +8.2% |
| YTD | +9.2% | +12.3% | -3.1% | -0.2% |
| 1Y | +1.0% | +12.4% | -11.4% | -7.8% |
| 3Y | +101.2% | +78.8% | +22.3% | +29.6% |
| 5Y | +14.7% | +75.2% | -60.5% | -25.7% |
| All | +14.7% | +74.6% | -59.9% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling