+368.8%
ARKK vs ROL
+345.4%
+23.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | +1.9% | -1.4% | +3.4% | +2.6% |
| 30D | +13.2% | -4.1% | +17.3% | +15.2% |
| 3M | +7.7% | -22.5% | +30.2% | +19.9% |
| 6M | +15.1% | -37.7% | +52.7% | +41.5% |
| YTD | +12.1% | -39.6% | +51.7% | +39.0% |
| 1Y | +14.9% | -36.0% | +50.9% | +37.4% |
| 3Y | +99.3% | -5.1% | +104.5% | +88.6% |
| 5Y | -29.9% | -3.4% | -26.5% | -35.9% |
| 10Y | +351.6% | +215.2% | +136.4% | +128.5% |
| All | +368.8% | +345.4% | +23.4% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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