+8,556.7%
DORM vs SPY
+3,045.4%
+5,511.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.6% |
| 7D | -5.4% | +3.3% | -8.7% | -7.9% |
| 30D | +7.0% | -2.7% | +9.7% | +9.2% |
| 3M | -1.2% | -1.7% | +0.5% | -0.1% |
| 6M | +10.4% | +3.1% | +7.4% | +7.4% |
| YTD | +7.2% | +11.9% | -4.7% | -2.5% |
| 1Y | -4.4% | +12.0% | -16.4% | -13.1% |
| 3Y | +97.3% | +78.2% | +19.2% | +22.7% |
| 5Y | +12.0% | +73.2% | -61.2% | -29.5% |
| 10Y | +98.1% | +309.6% | -211.6% | -39.4% |
| All | +8,556.7% | +3,045.4% | +5,511.3% | +662.9% |
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