-8.8%
DOMH vs SPY
+74.5%
-83.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.4% | -7.2% | -2.5% |
| 7D | -17.1% | -4.7% | -12.4% | -8.0% |
| 30D | -28.2% | -5.9% | -22.3% | -18.2% |
| 3M | -41.3% | -4.5% | -36.8% | -34.9% |
| 6M | -53.5% | +1.8% | -55.3% | -54.2% |
| YTD | -65.0% | +8.3% | -73.4% | -69.3% |
| 1Y | -64.5% | +9.3% | -73.9% | -69.2% |
| All | -8.8% | +74.5% | -83.3% | -45.3% |
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