-53.1%
ILMN vs DKS
+9.4%
-62.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.9% | +1.6% | -2.0% |
| 7D | +1.9% | -0.4% | +2.3% | +2.0% |
| 30D | +12.3% | -36.6% | +48.9% | +24.1% |
| 3M | +33.5% | -37.6% | +71.2% | +47.7% |
| 6M | +69.4% | -32.1% | +101.4% | +81.7% |
| YTD | +60.9% | -32.3% | +93.2% | +72.0% |
| 1Y | +115.0% | -39.5% | +154.5% | +136.9% |
| 3Y | +37.0% | +27.7% | +9.3% | +14.6% |
| 5Y | -53.1% | +15.0% | -68.2% | -64.2% |
| All | -53.1% | +9.4% | -62.6% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling