+359.8%
ARKK vs DLR
+326.0%
+33.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | +1.4% | +2.9% | -1.5% | 0.0% |
| 30D | +5.1% | -1.2% | +6.3% | +5.7% |
| 3M | +12.7% | +2.9% | +9.8% | +10.0% |
| 6M | +13.8% | +6.7% | +7.2% | +9.2% |
| YTD | +9.9% | +23.9% | -13.9% | -2.5% |
| 1Y | +10.4% | +18.6% | -8.2% | -0.2% |
| 3Y | +93.6% | +59.7% | +33.9% | +50.4% |
| 5Y | -29.4% | +42.1% | -71.4% | -43.4% |
| 10Y | +336.9% | +176.7% | +160.2% | +186.8% |
| All | +359.8% | +326.0% | +33.8% | +162.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling