+351.6%
ARKK vs RNG
+449.6%
-97.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | -4.7% | -9.6% | +4.9% | -0.9% |
| 30D | +3.1% | +8.8% | -5.8% | -0.6% |
| 3M | +13.8% | +78.6% | -64.9% | -12.5% |
| 6M | +14.0% | +70.3% | -56.3% | -13.0% |
| YTD | +8.0% | +140.3% | -132.4% | -32.0% |
| 1Y | +9.9% | +126.6% | -116.7% | -29.5% |
| 3Y | +90.2% | +120.2% | -30.1% | +15.8% |
| 5Y | -29.9% | -68.3% | +38.4% | -14.7% |
| 10Y | +329.1% | +220.6% | +108.5% | +153.6% |
| All | +351.6% | +449.6% | -97.9% | +143.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling