+331.8%
ARKK vs DGX
+255.3%
+76.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.1% |
| 7D | -3.1% | -0.9% | -2.2% | -2.7% |
| 30D | +2.7% | -1.2% | +3.9% | +3.3% |
| 3M | +10.8% | +15.8% | -5.0% | +2.9% |
| 6M | +14.4% | +18.2% | -3.8% | +4.8% |
| YTD | +8.7% | +37.2% | -28.5% | -8.2% |
| 1Y | +6.7% | +30.4% | -23.6% | -7.8% |
| 3Y | +87.4% | +96.7% | -9.3% | +26.3% |
| 5Y | -29.5% | +67.2% | -96.6% | -48.6% |
| All | +331.8% | +255.3% | +76.5% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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