-35.1%
ARKK vs FROG
+207.6%
-242.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -3.0% |
| 7D | -0.6% | +12.5% | -13.1% | -5.2% |
| 30D | -11.2% | +23.5% | -34.8% | -20.6% |
| 3M | -9.2% | +19.4% | -28.6% | -18.5% |
| 6M | -3.9% | +77.0% | -80.9% | -28.7% |
| YTD | -2.5% | +81.9% | -84.4% | -32.9% |
| 1Y | -2.7% | +90.7% | -93.4% | -35.0% |
| 3Y | +87.9% | +328.5% | -240.6% | -36.7% |
| All | -35.1% | +207.6% | -242.7% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling