+331.8%
ARKK vs EXPE
+169.0%
+162.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.1% |
| 7D | -3.1% | -5.8% | +2.7% | -0.9% |
| 30D | +2.7% | -13.6% | +16.3% | +8.2% |
| 3M | +10.8% | +25.2% | -14.4% | -0.5% |
| 6M | +14.4% | +22.3% | -8.0% | +3.0% |
| YTD | +8.7% | -0.3% | +9.0% | +4.5% |
| 1Y | +6.7% | +27.8% | -21.1% | -9.3% |
| 3Y | +87.4% | +162.4% | -75.0% | +12.4% |
| 5Y | -29.5% | +95.8% | -125.3% | -53.6% |
| All | +331.8% | +169.0% | +162.8% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling