+331.8%
ARKK vs RIG
-41.2%
+373.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.4% | +0.9% |
| 7D | -3.1% | -3.1% | 0.0% | -2.6% |
| 30D | +2.7% | -0.5% | +3.2% | +2.7% |
| 3M | +10.8% | -6.0% | +16.7% | +11.3% |
| 6M | +14.4% | -10.1% | +24.5% | +15.0% |
| YTD | +8.7% | +37.3% | -28.6% | +2.0% |
| 1Y | +6.7% | +73.9% | -67.2% | -3.8% |
| 3Y | +87.4% | -30.2% | +117.6% | +86.6% |
| 5Y | -29.5% | +62.5% | -91.9% | -40.1% |
| All | +331.8% | -41.2% | +373.0% | +252.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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