+331.8%
ARKK vs RNG
+222.9%
+108.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -3.1% | -6.1% | +3.0% | -0.6% |
| 30D | +2.7% | +9.6% | -6.9% | -1.3% |
| 3M | +10.8% | +83.3% | -72.6% | -16.6% |
| 6M | +14.4% | +77.9% | -63.6% | -15.2% |
| YTD | +8.7% | +139.9% | -131.3% | -33.0% |
| 1Y | +6.7% | +121.7% | -114.9% | -32.3% |
| 3Y | +87.4% | +121.9% | -34.5% | +10.7% |
| 5Y | -29.5% | -68.4% | +38.9% | -12.0% |
| All | +331.8% | +222.9% | +108.9% | +141.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling