+326.7%
ARKK vs RY
+341.0%
-14.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.3% |
| 7D | -2.4% | -3.0% | +0.6% | +0.2% |
| 30D | -10.8% | +6.3% | -17.1% | -15.1% |
| 3M | -2.6% | -2.6% | -0.1% | -0.6% |
| 6M | -1.9% | +13.9% | -15.9% | -12.3% |
| YTD | +2.0% | +21.7% | -19.7% | -13.4% |
| 1Y | -4.4% | +40.4% | -44.8% | -27.8% |
| 3Y | +97.5% | +161.3% | -63.8% | -8.5% |
| 5Y | -32.0% | +126.5% | -158.5% | -64.3% |
| 10Y | +317.7% | +354.3% | -36.6% | +44.9% |
| All | +326.7% | +341.0% | -14.4% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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