+331.8%
ARKK vs RJF
+429.3%
-97.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.6% |
| 7D | -3.1% | -2.7% | -0.4% | -1.5% |
| 30D | +2.7% | -4.3% | +7.0% | +5.3% |
| 3M | +10.8% | +15.7% | -5.0% | +1.1% |
| 6M | +14.4% | +17.8% | -3.4% | +2.9% |
| YTD | +8.7% | +9.2% | -0.5% | +1.9% |
| 1Y | +6.7% | +2.8% | +4.0% | +3.8% |
| 3Y | +87.4% | +69.5% | +17.9% | +37.6% |
| 5Y | -29.5% | +105.9% | -135.4% | -52.5% |
| All | +331.8% | +429.3% | -97.5% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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