-100.0%
DOMH vs SPY
+3,091.8%
-3,191.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -12.1% | +0.1% | -12.2% | -12.2% |
| 30D | -15.0% | +0.1% | -15.0% | -15.0% |
| 3M | -35.6% | +2.0% | -37.6% | -35.9% |
| 6M | -25.6% | +13.0% | -38.6% | -28.1% |
| YTD | -49.4% | +13.5% | -62.9% | -51.1% |
| 1Y | -55.9% | +20.0% | -75.8% | -57.9% |
| 3Y | -0.8% | +77.2% | -78.0% | -13.0% |
| 5Y | -80.1% | +81.9% | -162.0% | -82.6% |
| 10Y | -96.9% | +314.1% | -411.0% | -97.8% |
| All | -100.0% | +3,091.8% | -3,191.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling