+316.0%
ARKK vs ES
+118.1%
+197.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.7% |
| 7D | +4.6% | -1.1% | +5.7% | +4.8% |
| 30D | -12.2% | +8.2% | -20.5% | -14.2% |
| 3M | -6.0% | +0.6% | -6.6% | -6.4% |
| 6M | -2.2% | +6.0% | -8.2% | -4.2% |
| YTD | -0.5% | +9.3% | -9.9% | -3.7% |
| 1Y | -6.0% | +1.1% | -7.1% | -7.3% |
| 3Y | +92.5% | +51.9% | +40.6% | +66.4% |
| 5Y | -34.4% | +6.5% | -40.8% | -37.6% |
| 10Y | +307.2% | +94.8% | +212.5% | +262.1% |
| All | +316.0% | +118.1% | +197.9% | +265.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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