-28.1%
ARKK vs COPX
+163.4%
-191.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -3.1% | -2.3% | -0.7% | -2.0% |
| 30D | +2.7% | +0.3% | +2.5% | +2.3% |
| 3M | +10.8% | +6.8% | +3.9% | +5.8% |
| 6M | +14.4% | +7.9% | +6.4% | +7.1% |
| YTD | +8.7% | +23.7% | -15.1% | -8.0% |
| 1Y | +6.7% | +71.5% | -64.8% | -26.4% |
| 3Y | +87.4% | +149.1% | -61.7% | -2.3% |
| All | -28.1% | +163.4% | -191.5% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling