-97.1%
DOMH vs SPY
+311.6%
-408.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.4% | -7.2% | -9.5% |
| 7D | -17.1% | -4.7% | -12.4% | -15.1% |
| 30D | -28.2% | -5.9% | -22.3% | -26.0% |
| 3M | -41.3% | -4.5% | -36.8% | -39.8% |
| 6M | -53.5% | +1.8% | -55.3% | -53.4% |
| YTD | -65.0% | +8.3% | -73.4% | -65.7% |
| 1Y | -64.5% | +9.3% | -73.9% | -65.3% |
| 3Y | -7.0% | +74.9% | -81.8% | -13.5% |
| 5Y | -87.2% | +67.3% | -154.5% | -88.6% |
| All | -97.1% | +311.6% | -408.6% | -94.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling