+91.7%
ARKK vs STRL
+354.9%
-263.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | +4.6% | +23.4% | -18.9% | -0.8% |
| 30D | -12.2% | -39.5% | +27.3% | -2.2% |
| 3M | -6.0% | -45.1% | +39.1% | +6.4% |
| 6M | -2.2% | -64.6% | +62.4% | +20.6% |
| YTD | -0.5% | -1.5% | +1.0% | -16.3% |
| 1Y | -6.0% | -20.8% | +14.8% | -14.9% |
| All | +91.7% | +354.9% | -263.2% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling