-28.1%
ARKK vs DT
-27.6%
-0.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.1% |
| 7D | -3.1% | -1.6% | -1.5% | -2.1% |
| 30D | +2.7% | +3.0% | -0.3% | +0.3% |
| 3M | +10.8% | +26.5% | -15.7% | -6.8% |
| 6M | +14.4% | +35.9% | -21.5% | -11.3% |
| YTD | +8.7% | +17.8% | -9.2% | -7.9% |
| 1Y | +6.7% | +4.1% | +2.7% | -1.2% |
| 3Y | +87.4% | +5.3% | +82.1% | +64.6% |
| All | -28.1% | -27.6% | -0.5% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 5y: compounded portfolio wealth divided by compounded DT 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…
5y analysis · Full analysis span regression · 6 months rolling