+293.0%
ARKK vs STRL
+3,697.3%
-3,404.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.2% |
| 7D | -0.6% | +15.7% | -16.3% | -4.4% |
| 30D | -11.2% | -35.5% | +24.2% | -2.1% |
| 3M | -9.2% | -47.1% | +37.9% | +4.5% |
| 6M | -3.9% | -65.8% | +61.9% | +20.5% |
| YTD | -2.5% | -4.5% | +2.0% | -13.2% |
| 1Y | -2.7% | -10.5% | +7.8% | -12.1% |
| 3Y | +87.9% | +340.6% | -252.7% | +3.4% |
| 5Y | -35.7% | +911.0% | -946.7% | -72.6% |
| All | +293.0% | +3,697.3% | -3,404.2% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling