+368.0%
ARKK vs ROP
+171.0%
+197.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +1.7% |
| 7D | +3.6% | -5.4% | +9.0% | +7.4% |
| 30D | +8.4% | -1.6% | +10.0% | +9.4% |
| 3M | +13.4% | +18.8% | -5.4% | -0.9% |
| 6M | +18.9% | +8.2% | +10.7% | +10.0% |
| YTD | +11.9% | -10.5% | +22.4% | +17.3% |
| 1Y | +13.1% | -23.7% | +36.8% | +32.6% |
| 3Y | +97.1% | -17.9% | +114.9% | +119.6% |
| 5Y | -27.8% | -15.3% | -12.4% | -21.2% |
| 10Y | +338.5% | +133.4% | +205.1% | +161.0% |
| All | +368.0% | +171.0% | +197.0% | +154.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling