-3.0%
ARKK vs FROG
+21.7%
-24.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.2% |
| 7D | +3.6% | -5.5% | +9.1% | +5.9% |
| 30D | +8.4% | -3.1% | +11.5% | +8.9% |
| 3M | +13.4% | +1.2% | +12.2% | +10.9% |
| 6M | +18.9% | +113.7% | -94.8% | -17.1% |
| YTD | +11.9% | +38.9% | -26.9% | -9.7% |
| 1Y | +13.1% | +72.0% | -58.9% | -19.4% |
| 3Y | +97.1% | +217.1% | -120.0% | -9.5% |
| 5Y | -27.8% | +130.6% | -158.4% | -65.2% |
| All | -3.0% | +21.7% | -24.7% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling