-28.6%
ARKK vs RL
+222.7%
-251.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.6% | +0.3% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | +5.1% | -17.5% | +22.6% | +18.1% |
| 3M | +12.7% | -14.0% | +26.7% | +22.6% |
| 6M | +13.8% | -2.0% | +15.8% | +11.8% |
| YTD | +9.9% | -4.6% | +14.5% | +9.3% |
| 1Y | +10.4% | +9.5% | +0.9% | -0.4% |
| 3Y | +93.6% | +200.5% | -106.9% | -19.1% |
| All | -28.6% | +222.7% | -251.4% | -72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling