+331.8%
ARKK vs DG
+101.8%
+230.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.3% |
| 7D | -3.1% | -6.5% | +3.4% | -1.5% |
| 30D | +2.7% | +4.2% | -1.4% | +1.6% |
| 3M | +10.8% | +9.5% | +1.2% | +7.8% |
| 6M | +14.4% | -13.1% | +27.5% | +17.5% |
| YTD | +8.7% | -4.8% | +13.5% | +9.0% |
| 1Y | +6.7% | +20.6% | -13.9% | +0.4% |
| 3Y | +87.4% | +4.9% | +82.5% | +73.6% |
| 5Y | -29.5% | -37.9% | +8.4% | -20.6% |
| All | +331.8% | +101.8% | +230.0% | +233.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling