+59.7%
ILMN vs DKS
+237.0%
-177.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.2% | -3.0% |
| 7D | -9.8% | +9.4% | -19.2% | -11.5% |
| 30D | -22.7% | +9.8% | -32.5% | -24.5% |
| 3M | +12.1% | -29.3% | +41.3% | +18.0% |
| 6M | +51.5% | -32.6% | +84.0% | +60.4% |
| YTD | +63.9% | -22.6% | +86.4% | +67.6% |
| 1Y | +76.6% | -29.8% | +106.4% | +84.3% |
| 3Y | +124.6% | +43.2% | +81.4% | +97.4% |
| 5Y | -42.7% | +29.8% | -72.5% | -50.6% |
| 10Y | +59.7% | +236.7% | -177.0% | +3.9% |
| All | +59.7% | +237.0% | -177.4% | +3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling