+359.8%
ARKK vs RIO
+421.1%
-61.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +1.4% | +1.0% | +0.4% | +1.0% |
| 30D | +5.1% | +4.0% | +1.1% | +3.4% |
| 3M | +12.7% | +4.5% | +8.2% | +10.5% |
| 6M | +13.8% | +17.3% | -3.5% | +6.2% |
| YTD | +9.9% | +36.2% | -26.2% | -3.8% |
| 1Y | +10.4% | +76.1% | -65.7% | -13.2% |
| 3Y | +93.6% | +102.5% | -8.9% | +43.2% |
| 5Y | -29.4% | +103.5% | -132.9% | -49.0% |
| 10Y | +336.9% | +619.2% | -282.3% | +113.2% |
| All | +359.8% | +421.1% | -61.4% | +131.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling