-41.5%
ARKK vs RDW
-0.7%
-40.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.1% |
| 7D | -3.1% | +0.9% | -3.9% | -3.3% |
| 30D | +2.7% | -21.3% | +24.0% | +8.0% |
| 3M | +10.8% | -37.9% | +48.6% | +20.7% |
| 6M | +14.4% | +12.3% | +2.1% | +3.9% |
| YTD | +8.7% | +39.7% | -31.1% | -9.7% |
| 1Y | +6.7% | +25.7% | -18.9% | -11.7% |
| 3Y | +87.4% | +230.8% | -143.4% | -3.9% |
| 5Y | -29.5% | -8.8% | -20.7% | -58.9% |
| All | -41.5% | -0.7% | -40.8% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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