+377.7%
ARKK vs XLRE
+109.5%
+268.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | -0.1% |
| 7D | -3.1% | -1.2% | -1.9% | -2.0% |
| 30D | +2.7% | -2.4% | +5.1% | +5.0% |
| 3M | +10.8% | -2.5% | +13.3% | +12.6% |
| 6M | +14.4% | +4.0% | +10.4% | +9.7% |
| YTD | +8.7% | +9.3% | -0.6% | -0.5% |
| 1Y | +6.7% | +5.6% | +1.2% | +0.7% |
| 3Y | +87.4% | +31.3% | +56.1% | +45.9% |
| 5Y | -29.5% | +9.5% | -39.0% | -34.6% |
| 10Y | +331.8% | +89.0% | +242.8% | +179.1% |
| All | +377.7% | +109.5% | +268.1% | +190.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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