+368.8%
ARKK vs EXR
+277.3%
+91.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.6% |
| 7D | +1.9% | -2.6% | +4.5% | +3.0% |
| 30D | +13.2% | -7.2% | +20.4% | +16.5% |
| 3M | +7.7% | -3.5% | +11.2% | +8.7% |
| 6M | +15.1% | -5.3% | +20.4% | +16.9% |
| YTD | +12.1% | +9.4% | +2.7% | +7.3% |
| 1Y | +14.9% | +1.3% | +13.6% | +13.0% |
| 3Y | +99.3% | +22.4% | +76.9% | +78.3% |
| 5Y | -29.9% | -12.2% | -17.7% | -29.3% |
| 10Y | +351.6% | +148.6% | +203.0% | +254.2% |
| All | +368.8% | +277.3% | +91.5% | +230.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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