-53.6%
DOMH vs SPY
+2.1%
-55.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | -4.4% | -7.5% | -1.0% |
| 7D | -17.4% | -4.7% | -12.7% | -6.3% |
| 30D | -28.5% | -5.9% | -22.5% | -16.2% |
| 3M | -41.5% | -4.5% | -37.0% | -34.2% |
| 6M | -53.6% | +1.8% | -55.4% | -57.8% |
| All | -53.6% | +2.1% | -55.7% | -57.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling