+368.0%
ARKK vs EL
+57.0%
+311.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.8% |
| 7D | +3.6% | +1.7% | +1.9% | +2.7% |
| 30D | +8.4% | +15.5% | -7.1% | +0.8% |
| 3M | +13.4% | +20.6% | -7.1% | +3.2% |
| 6M | +18.9% | +10.5% | +8.4% | +10.9% |
| YTD | +11.9% | -1.9% | +13.8% | +8.4% |
| 1Y | +13.1% | +16.1% | -3.0% | +0.1% |
| 3Y | +97.1% | -30.2% | +127.3% | +105.5% |
| 5Y | -27.8% | -67.4% | +39.6% | +15.6% |
| 10Y | +338.5% | +31.2% | +307.2% | +291.8% |
| All | +368.0% | +57.0% | +311.0% | +290.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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