+359.8%
ARKK vs RMBS
+681.9%
-322.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -2.1% |
| 7D | +1.4% | +3.5% | -2.1% | 0.0% |
| 30D | +5.1% | -8.6% | +13.7% | +8.7% |
| 3M | +12.7% | -40.3% | +53.1% | +36.1% |
| 6M | +13.8% | -1.0% | +14.8% | +4.0% |
| YTD | +9.9% | -4.6% | +14.5% | -0.8% |
| 1Y | +10.4% | +17.6% | -7.2% | -12.5% |
| 3Y | +93.6% | +58.6% | +34.9% | +19.3% |
| 5Y | -29.4% | +270.9% | -300.3% | -72.6% |
| 10Y | +336.9% | +569.1% | -232.2% | +24.2% |
| All | +359.8% | +681.9% | -322.1% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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