-85.8%
DOMO vs SPY
+219.7%
-305.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +3.0% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +2.1% | +0.1% | +2.1% | +2.1% |
| 3M | +0.3% | +2.0% | -1.7% | -2.5% |
| 6M | -8.3% | +13.0% | -21.3% | -25.1% |
| YTD | -54.0% | +13.5% | -67.5% | -62.2% |
| 1Y | -73.5% | +20.0% | -93.5% | -80.1% |
| 3Y | -64.2% | +77.2% | -141.4% | -86.2% |
| 5Y | -95.4% | +81.9% | -177.3% | -98.1% |
| All | -85.8% | +219.7% | -305.5% | -97.4% |
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