-28.1%
ARKK vs CBOE
+136.7%
-164.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.9% | +0.8% |
| 7D | -3.1% | -5.8% | +2.7% | -2.7% |
| 30D | +2.7% | -3.1% | +5.9% | +2.9% |
| 3M | +10.8% | -4.8% | +15.5% | +11.2% |
| 6M | +14.4% | -0.6% | +14.9% | +13.4% |
| YTD | +8.7% | +12.8% | -4.1% | +5.3% |
| 1Y | +6.7% | +19.8% | -13.0% | +2.3% |
| 3Y | +87.4% | +86.9% | +0.5% | +37.4% |
| All | -28.1% | +136.7% | -164.8% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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