+359.8%
ARKK vs NSC
+277.1%
+82.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.0% |
| 7D | +1.4% | -2.0% | +3.5% | +2.5% |
| 30D | +5.1% | -3.2% | +8.3% | +6.9% |
| 3M | +12.7% | +3.9% | +8.8% | +9.9% |
| 6M | +13.8% | +7.8% | +6.0% | +8.0% |
| YTD | +9.9% | +13.4% | -3.5% | +1.2% |
| 1Y | +10.4% | +20.3% | -9.9% | -1.5% |
| 3Y | +93.6% | +76.1% | +17.5% | +40.3% |
| 5Y | -29.4% | +45.0% | -74.4% | -43.8% |
| 10Y | +336.9% | +335.7% | +1.1% | +122.1% |
| All | +359.8% | +277.1% | +82.7% | +136.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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