+368.0%
ARKK vs ROST
+528.1%
-160.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +3.6% | +0.2% | +3.4% | +3.5% |
| 30D | +8.4% | -10.0% | +18.4% | +13.8% |
| 3M | +13.4% | +1.2% | +12.2% | +11.9% |
| 6M | +18.9% | +8.9% | +9.9% | +12.4% |
| YTD | +11.9% | +28.1% | -16.2% | -2.5% |
| 1Y | +13.1% | +53.0% | -39.9% | -10.1% |
| 3Y | +97.1% | +97.9% | -0.8% | +37.6% |
| 5Y | -27.8% | +112.0% | -139.8% | -52.3% |
| 10Y | +338.5% | +303.0% | +35.5% | +127.5% |
| All | +368.0% | +528.1% | -160.0% | +120.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling