+368.8%
ARKK vs RL
+163.1%
+205.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.8% |
| 7D | +1.9% | -0.8% | +2.7% | +2.2% |
| 30D | +13.2% | -7.8% | +20.9% | +16.5% |
| 3M | +7.7% | -4.0% | +11.7% | +8.8% |
| 6M | +15.1% | -1.9% | +17.0% | +14.4% |
| YTD | +12.1% | -0.2% | +12.3% | +10.5% |
| 1Y | +14.9% | +10.7% | +4.3% | +8.6% |
| 3Y | +99.3% | +210.8% | -111.5% | +26.6% |
| 5Y | -29.9% | +238.2% | -268.1% | -56.8% |
| 10Y | +351.6% | +313.4% | +38.2% | +154.5% |
| All | +368.8% | +163.1% | +205.7% | +169.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling