+56.0%
ILMN vs DKS
+226.4%
-170.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.8% |
| 7D | -2.9% | +6.3% | -9.2% | -4.1% |
| 30D | -23.8% | +9.3% | -33.1% | -25.5% |
| 3M | +7.5% | -25.3% | +32.7% | +11.8% |
| 6M | +42.8% | -29.2% | +72.0% | +49.6% |
| YTD | +57.8% | -22.7% | +80.6% | +61.5% |
| 1Y | +72.6% | -30.1% | +102.7% | +80.3% |
| 3Y | +129.3% | +45.6% | +83.7% | +100.8% |
| 5Y | -44.5% | +28.5% | -73.0% | -52.1% |
| All | +56.0% | +226.4% | -170.4% | +1.8% |
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