+316.0%
ARKK vs STRL
+3,315.6%
-2,999.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | +4.6% | +23.4% | -18.9% | -0.1% |
| 30D | -12.2% | -39.5% | +27.3% | -3.4% |
| 3M | -6.0% | -45.1% | +39.1% | +5.0% |
| 6M | -2.2% | -64.6% | +62.4% | +17.5% |
| YTD | -0.5% | -1.5% | +1.0% | -9.1% |
| 1Y | -6.0% | -20.8% | +14.8% | -10.0% |
| 3Y | +92.5% | +353.1% | -260.6% | +22.6% |
| 5Y | -34.4% | +942.9% | -977.2% | -65.2% |
| 10Y | +307.2% | +3,847.6% | -3,540.4% | +74.0% |
| All | +316.0% | +3,315.6% | -2,999.7% | +80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling