+331.8%
ARKK vs DLR
+177.5%
+154.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.3% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | +2.7% | -4.3% | +7.0% | +5.1% |
| 3M | +10.8% | +3.8% | +6.9% | +7.4% |
| 6M | +14.4% | +5.8% | +8.5% | +9.9% |
| YTD | +8.7% | +23.5% | -14.9% | -4.3% |
| 1Y | +6.7% | +11.1% | -4.3% | -0.5% |
| 3Y | +87.4% | +57.9% | +29.5% | +43.6% |
| 5Y | -29.5% | +44.0% | -73.4% | -44.6% |
| All | +331.8% | +177.5% | +154.3% | +174.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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