-29.9%
ARKK vs STRL
+2,049.2%
-2,079.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.2% |
| 7D | -4.7% | +5.4% | -10.1% | -6.2% |
| 30D | +3.1% | -9.0% | +12.0% | +5.4% |
| 3M | +13.8% | -37.1% | +50.8% | +26.4% |
| 6M | +14.0% | +17.8% | -3.9% | -3.8% |
| YTD | +8.0% | +58.3% | -50.3% | -19.3% |
| 1Y | +9.9% | +61.0% | -51.1% | -19.6% |
| 3Y | +90.2% | +517.8% | -427.7% | -24.9% |
| 5Y | -29.9% | +2,119.0% | -2,148.9% | -86.2% |
| All | -29.9% | +2,049.2% | -2,079.1% | -86.2% |
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