-34.4%
ARKK vs STRL
+935.0%
-969.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | +4.6% | +23.4% | -18.9% | -1.5% |
| 30D | -12.2% | -39.5% | +27.3% | -0.6% |
| 3M | -6.0% | -45.1% | +39.1% | +8.4% |
| 6M | -2.2% | -64.6% | +62.4% | +24.3% |
| YTD | -0.5% | -1.5% | +1.0% | -17.1% |
| 1Y | -6.0% | -20.8% | +14.8% | -15.5% |
| 3Y | +92.5% | +353.1% | -260.6% | -20.9% |
| 5Y | -34.4% | +942.9% | -977.2% | -85.2% |
| All | -34.4% | +935.0% | -969.4% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling