-28.1%
ARKK vs OTIS
-17.8%
-10.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | -0.7% |
| 7D | -3.1% | -3.0% | -0.1% | -0.9% |
| 30D | +2.7% | -6.0% | +8.7% | +7.4% |
| 3M | +10.8% | -0.9% | +11.6% | +10.4% |
| 6M | +14.4% | -17.3% | +31.7% | +30.7% |
| YTD | +8.7% | -19.6% | +28.2% | +25.7% |
| 1Y | +6.7% | -21.0% | +27.8% | +25.0% |
| 3Y | +87.4% | -12.1% | +99.5% | +82.6% |
| All | -28.1% | -17.8% | -10.3% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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