+40.2%
ILMN vs DKS
+26.6%
+13.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.9% | +1.6% | -2.2% |
| 7D | +1.9% | -0.4% | +2.3% | +2.0% |
| 30D | +12.3% | -36.6% | +48.9% | +23.2% |
| 3M | +33.5% | -37.6% | +71.2% | +46.6% |
| 6M | +69.4% | -32.1% | +101.4% | +80.1% |
| YTD | +60.9% | -32.3% | +93.2% | +70.3% |
| 1Y | +115.0% | -39.5% | +154.5% | +135.1% |
| All | +40.2% | +26.6% | +13.6% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling