+969.5%
DORM vs VOO
+812.0%
+157.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.4% | -1.4% |
| 7D | +1.3% | +0.5% | +0.7% | +0.8% |
| 30D | -8.6% | -0.9% | -7.7% | -7.8% |
| 3M | +0.4% | +3.9% | -3.5% | -3.2% |
| 6M | +17.8% | +14.5% | +3.3% | +3.9% |
| YTD | +4.5% | +13.0% | -8.4% | -6.7% |
| 1Y | -22.6% | +19.4% | -42.0% | -34.5% |
| 3Y | +63.8% | +78.9% | -15.0% | -5.3% |
| 5Y | +39.2% | +82.3% | -43.1% | -22.2% |
| 10Y | +104.2% | +314.2% | -210.1% | -56.0% |
| All | +969.5% | +812.0% | +157.5% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VOO 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling