+351.6%
ARKK vs COPX
+349.2%
+2.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.0% | +5.2% | +1.6% |
| 7D | -4.7% | -2.9% | -1.8% | -3.5% |
| 30D | +3.1% | 0.0% | +3.0% | +2.8% |
| 3M | +13.8% | +14.8% | -1.0% | +5.6% |
| 6M | +14.0% | +7.0% | +6.9% | +8.5% |
| YTD | +8.0% | +23.8% | -15.9% | -5.5% |
| 1Y | +9.9% | +75.7% | -65.8% | -19.2% |
| 3Y | +90.2% | +156.4% | -66.2% | +13.9% |
| 5Y | -29.9% | +167.6% | -197.5% | -59.2% |
| 10Y | +329.1% | +569.1% | -240.0% | +64.6% |
| All | +351.6% | +349.2% | +2.4% | +79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling