+8,510.8%
DORM vs SPY
+3,091.8%
+5,419.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | -7.2% | +0.1% | -7.3% | -7.3% |
| 3M | +2.5% | +2.0% | +0.6% | +0.8% |
| 6M | +13.0% | +13.0% | 0.0% | +2.5% |
| YTD | +6.6% | +13.5% | -7.0% | -3.9% |
| 1Y | -19.2% | +20.0% | -39.2% | -30.4% |
| 3Y | +55.7% | +77.2% | -21.5% | -2.5% |
| 5Y | +43.7% | +81.9% | -38.2% | -12.9% |
| 10Y | +104.9% | +314.1% | -209.2% | -37.7% |
| All | +8,510.8% | +3,091.8% | +5,419.0% | +652.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling