+359.8%
ARKK vs EWJ
+152.7%
+207.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -0.6% |
| 7D | +1.4% | +1.0% | +0.4% | +0.3% |
| 30D | +5.1% | +1.0% | +4.1% | +4.0% |
| 3M | +12.7% | +7.2% | +5.5% | +3.9% |
| 6M | +13.8% | +13.9% | -0.1% | -2.2% |
| YTD | +9.9% | +20.8% | -10.9% | -12.4% |
| 1Y | +10.4% | +26.4% | -16.0% | -16.5% |
| 3Y | +93.6% | +71.8% | +21.8% | +1.9% |
| 5Y | -29.4% | +49.9% | -79.2% | -56.1% |
| 10Y | +336.9% | +140.0% | +196.9% | +81.9% |
| All | +359.8% | +152.7% | +207.1% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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