-3.7%
ARKK vs COPX
+31.7%
-35.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -1.8% |
| 7D | -6.7% | -3.0% | -3.7% | -5.4% |
| 30D | -13.4% | -13.6% | +0.3% | -7.4% |
| 3M | +4.7% | -11.2% | +15.9% | +10.3% |
| 6M | +2.7% | -2.4% | +5.1% | +2.9% |
| YTD | +4.5% | +4.2% | +0.3% | -3.1% |
| 1Y | -3.7% | +32.2% | -35.9% | -26.0% |
| All | -3.7% | +31.7% | -35.5% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling