+2.6%
DOMH vs SPY
+77.4%
-74.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.7% |
| 7D | -12.1% | +0.1% | -12.2% | -12.4% |
| 30D | -15.0% | +0.1% | -15.0% | -15.1% |
| 3M | -35.6% | +2.0% | -37.6% | -37.7% |
| 6M | -25.6% | +13.0% | -38.6% | -40.4% |
| YTD | -49.4% | +13.5% | -62.9% | -59.6% |
| 1Y | -55.9% | +20.0% | -75.8% | -67.5% |
| All | +2.6% | +77.4% | -74.8% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling