+82.2%
ARKK vs SARO
-22.5%
+104.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.3% |
| 7D | -3.1% | -3.1% | 0.0% | -1.4% |
| 30D | +2.7% | -12.2% | +14.9% | +9.8% |
| 3M | +10.8% | -7.4% | +18.1% | +14.0% |
| 6M | +14.4% | -15.3% | +29.6% | +22.7% |
| YTD | +8.7% | -16.2% | +24.8% | +17.3% |
| 1Y | +6.7% | -12.1% | +18.8% | +11.7% |
| All | +82.2% | -22.5% | +104.7% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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