+12,060.7%
ILMN vs DKS
+6,836.7%
+5,224.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -6.0% | +1.3% | -7.3% | -6.2% |
| 30D | -23.0% | +8.9% | -31.9% | -24.9% |
| 3M | +10.4% | -26.4% | +36.8% | +15.9% |
| 6M | +49.4% | -31.1% | +80.5% | +58.5% |
| YTD | +62.3% | -22.8% | +85.1% | +66.6% |
| 1Y | +73.7% | -29.5% | +103.2% | +81.9% |
| 3Y | +122.5% | +42.8% | +79.7% | +91.1% |
| 5Y | -43.2% | +29.2% | -72.3% | -51.9% |
| 10Y | +59.0% | +235.0% | -176.0% | -5.1% |
| All | +12,060.7% | +6,836.7% | +5,224.0% | +3,289.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling