+87.4%
ARKK vs DGX
+96.4%
-9.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | -3.1% | -0.9% | -2.2% | -2.9% |
| 30D | +2.7% | -1.2% | +3.9% | +2.9% |
| 3M | +10.8% | +15.8% | -5.0% | +8.6% |
| 6M | +14.4% | +18.2% | -3.8% | +11.7% |
| YTD | +8.7% | +37.2% | -28.5% | +2.7% |
| 1Y | +6.7% | +30.4% | -23.6% | +1.9% |
| 3Y | +87.4% | +96.7% | -9.3% | +59.9% |
| All | +87.4% | +96.4% | -9.0% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling