-28.1%
ARKK vs DD
+56.1%
-84.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -3.1% | -3.5% | +0.4% | -0.7% |
| 30D | +2.7% | -11.7% | +14.4% | +11.6% |
| 3M | +10.8% | -9.2% | +20.0% | +17.9% |
| 6M | +14.4% | -7.2% | +21.6% | +18.7% |
| YTD | +8.7% | +6.6% | +2.1% | +1.1% |
| 1Y | +6.7% | +32.0% | -25.3% | -16.0% |
| 3Y | +87.4% | +42.1% | +45.3% | +34.3% |
| All | -28.1% | +56.1% | -84.2% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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