+368.8%
ARKK vs JD
+32.8%
+336.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -2.9% | -1.7% |
| 7D | +1.9% | -1.7% | +3.6% | +2.5% |
| 30D | +13.2% | -13.2% | +26.3% | +18.7% |
| 3M | +7.7% | -3.2% | +10.9% | +8.3% |
| 6M | +15.1% | +15.2% | -0.2% | +8.1% |
| YTD | +12.1% | +2.0% | +10.1% | +10.1% |
| 1Y | +14.9% | -5.4% | +20.3% | +15.8% |
| 3Y | +99.3% | -9.1% | +108.4% | +88.9% |
| 5Y | -29.9% | -59.6% | +29.7% | -15.9% |
| 10Y | +351.6% | +26.2% | +325.4% | +266.6% |
| All | +368.8% | +32.8% | +336.0% | +274.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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