-5.8%
ARKK vs FROG
+22.3%
-28.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.3% |
| 7D | -3.1% | -0.5% | -2.6% | -2.9% |
| 30D | +2.7% | +1.3% | +1.4% | +1.4% |
| 3M | +10.8% | +11.1% | -0.3% | +4.5% |
| 6M | +14.4% | +108.3% | -93.9% | -19.4% |
| YTD | +8.7% | +39.6% | -30.9% | -12.6% |
| 1Y | +6.7% | +74.7% | -68.0% | -24.5% |
| 3Y | +87.4% | +224.1% | -136.7% | -14.9% |
| 5Y | -29.5% | +138.4% | -167.9% | -66.4% |
| All | -5.8% | +22.3% | -28.1% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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