+316.0%
ARKK vs RL
+193.6%
+122.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.2% |
| 7D | +4.6% | +2.4% | +2.2% | +3.6% |
| 30D | -12.2% | +4.6% | -16.8% | -13.7% |
| 3M | -6.0% | -1.1% | -4.9% | -5.8% |
| 6M | -2.2% | +16.5% | -18.7% | -8.8% |
| YTD | -0.5% | +11.4% | -12.0% | -6.1% |
| 1Y | -6.0% | +16.1% | -22.1% | -12.8% |
| 3Y | +92.5% | +252.6% | -160.1% | +16.5% |
| 5Y | -34.4% | +244.9% | -279.2% | -60.3% |
| 10Y | +307.2% | +342.4% | -35.1% | +121.3% |
| All | +316.0% | +193.6% | +122.4% | +128.7% |
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