+368.8%
ARKK vs DAR
+271.9%
+96.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | +1.9% | +1.4% | +0.6% | +1.3% |
| 30D | +13.2% | +12.8% | +0.4% | +7.6% |
| 3M | +7.7% | +7.4% | +0.3% | +3.8% |
| 6M | +15.1% | +22.3% | -7.2% | +4.8% |
| YTD | +12.1% | +81.1% | -69.0% | -12.4% |
| 1Y | +14.9% | +106.5% | -91.6% | -15.5% |
| 3Y | +99.3% | +5.3% | +94.0% | +82.6% |
| 5Y | -29.9% | -11.5% | -18.4% | -32.4% |
| 10Y | +351.6% | +353.3% | -1.7% | +143.9% |
| All | +368.8% | +271.9% | +96.9% | +156.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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