+368.0%
ARKK vs RIG
-78.6%
+446.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.1% |
| 7D | +3.6% | -2.7% | +6.3% | +4.0% |
| 30D | +8.4% | +9.5% | -1.1% | +6.8% |
| 3M | +13.4% | -6.6% | +20.1% | +14.1% |
| 6M | +18.9% | -2.9% | +21.8% | +18.2% |
| YTD | +11.9% | +39.5% | -27.6% | +5.1% |
| 1Y | +13.1% | +82.3% | -69.2% | +1.7% |
| 3Y | +97.1% | -29.6% | +126.7% | +96.2% |
| 5Y | -27.8% | +63.2% | -90.9% | -38.2% |
| 10Y | +338.5% | -45.0% | +383.5% | +251.5% |
| All | +368.0% | -78.6% | +446.7% | +277.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling