+307.7%
ARKK vs RL
+190.2%
+117.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.5% |
| 7D | -0.6% | +2.6% | -3.2% | -1.6% |
| 30D | -11.2% | +2.9% | -14.2% | -12.2% |
| 3M | -9.2% | 0.0% | -9.2% | -9.4% |
| 6M | -3.9% | +17.1% | -21.0% | -10.6% |
| YTD | -2.5% | +10.1% | -12.6% | -7.6% |
| 1Y | -2.7% | +17.3% | -20.0% | -10.2% |
| 3Y | +87.9% | +249.3% | -161.4% | +14.1% |
| 5Y | -35.7% | +240.9% | -276.6% | -60.9% |
| 10Y | +299.2% | +337.3% | -38.1% | +117.9% |
| All | +307.7% | +190.2% | +117.5% | +125.2% |
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