+354.4%
ARKK vs CBOE
+460.5%
-106.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.9% | +1.1% |
| 7D | -3.1% | -5.8% | +2.7% | -1.8% |
| 30D | +2.7% | -3.1% | +5.9% | +3.2% |
| 3M | +10.8% | -4.8% | +15.5% | +11.1% |
| 6M | +14.4% | -0.6% | +14.9% | +12.6% |
| YTD | +8.7% | +12.8% | -4.1% | +3.2% |
| 1Y | +6.7% | +19.8% | -13.0% | -0.4% |
| 3Y | +87.4% | +86.9% | +0.5% | +45.1% |
| 5Y | -29.5% | +136.5% | -166.0% | -50.4% |
| 10Y | +331.8% | +368.4% | -36.6% | +149.4% |
| All | +354.4% | +460.5% | -106.1% | +158.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling