+331.8%
ARKK vs ROP
+135.6%
+196.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -3.1% | -4.6% | +1.5% | +0.1% |
| 30D | +2.7% | -1.7% | +4.4% | +3.8% |
| 3M | +10.8% | +17.1% | -6.3% | -2.9% |
| 6M | +14.4% | +10.9% | +3.5% | +3.5% |
| YTD | +8.7% | -12.1% | +20.8% | +15.7% |
| 1Y | +6.7% | -24.2% | +31.0% | +26.7% |
| 3Y | +87.4% | -20.4% | +107.8% | +114.5% |
| 5Y | -29.5% | -15.4% | -14.1% | -22.9% |
| All | +331.8% | +135.6% | +196.2% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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