+368.0%
ARKK vs DD
+99.5%
+268.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +3.6% | -0.6% | +4.2% | +3.9% |
| 30D | +8.4% | -7.4% | +15.8% | +12.7% |
| 3M | +13.4% | -6.4% | +19.9% | +17.2% |
| 6M | +18.9% | -2.5% | +21.4% | +19.5% |
| YTD | +11.9% | +10.2% | +1.7% | +4.9% |
| 1Y | +13.1% | +36.9% | -23.9% | -5.9% |
| 3Y | +97.1% | +47.0% | +50.0% | +56.0% |
| 5Y | -27.8% | +63.1% | -90.9% | -45.5% |
| 10Y | +338.5% | +68.2% | +270.3% | +196.7% |
| All | +368.0% | +99.5% | +268.6% | +194.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling