-87.3%
DOMH vs SPY
+67.0%
-154.3%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | -4.4% | -7.5% | -5.6% |
| 7D | -17.4% | -4.7% | -12.7% | -11.1% |
| 30D | -28.5% | -5.9% | -22.5% | -21.5% |
| 3M | -41.5% | -4.5% | -37.0% | -37.0% |
| 6M | -53.6% | +1.8% | -55.4% | -53.9% |
| YTD | -65.2% | +8.3% | -73.5% | -67.8% |
| 1Y | -64.7% | +9.3% | -74.0% | -67.6% |
| 3Y | -7.3% | +74.9% | -82.2% | -42.6% |
| 5Y | -87.3% | +67.3% | -154.5% | -91.3% |
| All | -87.3% | +67.0% | -154.3% | -91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling