+123.4%
ILMN vs DKS
-32.3%
+155.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.5% |
| 7D | +1.2% | +3.0% | -1.8% | +1.0% |
| 30D | +9.2% | -30.5% | +39.7% | +12.6% |
| 3M | +29.8% | -35.7% | +65.5% | +35.6% |
| 6M | +69.2% | -29.7% | +98.9% | +72.9% |
| YTD | +66.4% | -28.9% | +95.2% | +67.2% |
| 1Y | +123.4% | -35.9% | +159.3% | +133.2% |
| All | +123.4% | -32.3% | +155.7% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 1y: compounded portfolio wealth divided by compounded DKS 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…
1y analysis · Full analysis span regression · 6 months rolling