+368.8%
ARKK vs JBHT
+286.4%
+82.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -2.5% |
| 7D | +1.9% | +4.9% | -3.0% | -0.5% |
| 30D | +13.2% | +0.6% | +12.6% | +12.7% |
| 3M | +7.7% | -3.2% | +10.9% | +8.6% |
| 6M | +15.1% | +17.0% | -1.9% | +4.3% |
| YTD | +12.1% | +41.7% | -29.6% | -8.5% |
| 1Y | +14.9% | +90.0% | -75.1% | -21.7% |
| 3Y | +99.3% | +47.0% | +52.3% | +53.8% |
| 5Y | -29.9% | +58.3% | -88.2% | -47.9% |
| 10Y | +351.6% | +273.9% | +77.7% | +113.7% |
| All | +368.8% | +286.4% | +82.4% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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