-29.7%
ARKK vs OWL
+27.7%
-57.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | 0.0% |
| 7D | +1.4% | -6.4% | +7.8% | +5.1% |
| 30D | +5.1% | -5.0% | +10.1% | +7.7% |
| 3M | +12.7% | +15.4% | -2.7% | +2.9% |
| 6M | +13.8% | +15.5% | -1.7% | +2.2% |
| YTD | +9.9% | -22.7% | +32.6% | +23.5% |
| 1Y | +10.4% | -34.1% | +44.5% | +34.4% |
| 3Y | +93.6% | +5.1% | +88.5% | +75.0% |
| 5Y | -29.4% | -11.5% | -17.9% | -36.2% |
| All | -29.7% | +27.7% | -57.4% | -37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling