+331.8%
ARKK vs RIO
+608.6%
-276.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.3% |
| 7D | -3.1% | -3.2% | +0.1% | -1.5% |
| 30D | +2.7% | +0.9% | +1.8% | +2.3% |
| 3M | +10.8% | -1.4% | +12.2% | +11.3% |
| 6M | +14.4% | +10.9% | +3.4% | +8.3% |
| YTD | +8.7% | +31.2% | -22.6% | -5.6% |
| 1Y | +6.7% | +67.9% | -61.2% | -17.8% |
| 3Y | +87.4% | +88.8% | -1.4% | +35.3% |
| 5Y | -29.5% | +93.1% | -122.6% | -51.1% |
| All | +331.8% | +608.6% | -276.8% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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