-30.5%
ARKK vs OWL
+24.2%
-54.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | -0.1% |
| 7D | -3.1% | -10.1% | +7.1% | +2.8% |
| 30D | +2.7% | -11.9% | +14.6% | +9.9% |
| 3M | +10.8% | +10.7% | 0.0% | +3.4% |
| 6M | +14.4% | +22.1% | -7.7% | -0.6% |
| YTD | +8.7% | -24.8% | +33.5% | +23.9% |
| 1Y | +6.7% | -39.2% | +45.9% | +36.4% |
| 3Y | +87.4% | +1.7% | +85.6% | +72.4% |
| 5Y | -29.5% | -15.5% | -14.0% | -35.2% |
| All | -30.5% | +24.2% | -54.7% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 10y: compounded portfolio wealth divided by compounded OWL 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…
10y analysis · Full analysis span regression · 6 months rolling