-28.1%
ARKK vs ROST
+114.0%
-142.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | -0.9% |
| 7D | -3.1% | +0.2% | -3.3% | -3.2% |
| 30D | +2.7% | -6.9% | +9.6% | +7.2% |
| 3M | +10.8% | -3.3% | +14.1% | +12.0% |
| 6M | +14.4% | +9.0% | +5.3% | +5.5% |
| YTD | +8.7% | +28.9% | -20.2% | -11.2% |
| 1Y | +6.7% | +54.0% | -47.2% | -23.5% |
| 3Y | +87.4% | +100.7% | -13.3% | +8.8% |
| All | -28.1% | +114.0% | -142.1% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 5y: compounded portfolio wealth divided by compounded ROST 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…
5y analysis · Full analysis span regression · 6 months rolling