+114.8%
DORM vs VT
+215.5%
-100.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.2% |
| 7D | +0.5% | -2.3% | +2.8% | +2.4% |
| 30D | +11.3% | -5.0% | +16.2% | +15.7% |
| 3M | -0.6% | -4.9% | +4.2% | +3.2% |
| 6M | +11.5% | -1.5% | +13.0% | +12.5% |
| YTD | +11.0% | +8.5% | +2.5% | +3.5% |
| 1Y | +5.7% | +11.4% | -5.7% | -3.4% |
| 3Y | +99.9% | +70.1% | +29.8% | +30.6% |
| 5Y | +19.7% | +53.7% | -34.0% | -15.8% |
| All | +114.8% | +215.5% | -100.7% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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