+359.8%
ARKK vs DG
+130.2%
+229.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.2% |
| 7D | +1.4% | -4.8% | +6.2% | +2.5% |
| 30D | +5.1% | +1.8% | +3.4% | +4.6% |
| 3M | +12.7% | +14.5% | -1.7% | +8.7% |
| 6M | +13.8% | -13.6% | +27.4% | +16.9% |
| YTD | +9.9% | -4.8% | +14.8% | +10.2% |
| 1Y | +10.4% | +21.6% | -11.2% | +3.9% |
| 3Y | +93.6% | +4.5% | +89.1% | +80.4% |
| 5Y | -29.4% | -38.5% | +9.1% | -21.7% |
| 10Y | +336.9% | +102.2% | +234.7% | +257.6% |
| All | +359.8% | +130.2% | +229.6% | +262.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling