+329.1%
ARKK vs RL
+308.3%
+20.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -4.7% | -2.2% | -2.5% | -3.8% |
| 30D | +3.1% | -15.3% | +18.4% | +10.5% |
| 3M | +13.8% | -10.3% | +24.1% | +18.6% |
| 6M | +14.0% | -2.2% | +16.2% | +13.3% |
| YTD | +8.0% | -4.3% | +12.3% | +8.1% |
| 1Y | +9.9% | +8.9% | +1.1% | +3.8% |
| 3Y | +90.2% | +201.4% | -111.3% | +15.5% |
| 5Y | -29.9% | +230.6% | -260.5% | -59.0% |
| All | +329.1% | +308.3% | +20.8% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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