+27.8%
ILMN vs DKS
+197.0%
-169.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.0% |
| 7D | -3.9% | -2.9% | -1.0% | -3.3% |
| 30D | +6.9% | -37.7% | +44.6% | +16.2% |
| 3M | +28.1% | -38.9% | +67.0% | +39.4% |
| 6M | +65.0% | -31.1% | +96.0% | +74.2% |
| YTD | +56.3% | -31.8% | +88.1% | +64.9% |
| 1Y | +108.7% | -38.0% | +146.8% | +124.5% |
| 3Y | +33.1% | +28.6% | +4.5% | +20.0% |
| 5Y | -54.1% | +12.5% | -66.7% | -59.2% |
| 10Y | +27.8% | +198.3% | -170.5% | -11.6% |
| All | +27.8% | +197.0% | -169.2% | -11.6% |
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