+307.7%
ARKK vs D
+60.4%
+247.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -0.6% | -1.4% | +0.7% | -0.3% |
| 30D | -11.2% | +7.7% | -19.0% | -12.9% |
| 3M | -9.2% | -0.3% | -8.9% | -9.3% |
| 6M | -3.9% | +10.1% | -14.0% | -6.5% |
| YTD | -2.5% | +19.1% | -21.6% | -7.2% |
| 1Y | -2.7% | +15.9% | -18.6% | -6.8% |
| 3Y | +87.9% | +75.0% | +12.9% | +58.2% |
| 5Y | -35.7% | +13.4% | -49.0% | -39.9% |
| 10Y | +299.2% | +47.5% | +251.7% | +254.2% |
| All | +307.7% | +60.4% | +247.3% | +257.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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