+71.8%
ILMN vs DKS
-32.6%
+104.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -1.5% |
| 7D | +0.7% | +3.3% | -2.5% | +0.7% |
| 30D | -22.7% | +5.9% | -28.6% | -22.8% |
| 3M | +8.6% | -27.4% | +36.1% | +10.1% |
| 6M | +43.8% | -32.6% | +76.4% | +46.5% |
| YTD | +59.8% | -24.8% | +84.6% | +58.7% |
| 1Y | +71.8% | -32.8% | +104.6% | +74.2% |
| All | +71.8% | -32.6% | +104.4% | +74.2% |
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