+163.9%
ARKK vs ROKU
+875.4%
-711.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.1% |
| 7D | -4.7% | -2.6% | -2.0% | -3.8% |
| 30D | +3.1% | +2.1% | +0.9% | +2.2% |
| 3M | +13.8% | +31.8% | -18.0% | +2.2% |
| 6M | +14.0% | +53.3% | -39.3% | -3.0% |
| YTD | +8.0% | +42.1% | -34.1% | -5.9% |
| 1Y | +9.9% | +62.3% | -52.4% | -8.9% |
| 3Y | +90.2% | +84.6% | +5.5% | +42.8% |
| 5Y | -29.9% | -53.1% | +23.2% | -30.5% |
| All | +163.9% | +875.4% | -711.6% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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