+368.8%
ARKK vs XRT
+133.2%
+235.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.0% | -2.0% |
| 7D | +1.9% | +0.8% | +1.1% | +1.2% |
| 30D | +13.2% | -4.2% | +17.4% | +17.5% |
| 3M | +7.7% | +5.1% | +2.6% | +2.3% |
| 6M | +15.1% | +2.4% | +12.7% | +12.0% |
| YTD | +12.1% | +3.2% | +8.9% | +8.2% |
| 1Y | +14.9% | +1.5% | +13.4% | +12.5% |
| 3Y | +99.3% | +40.6% | +58.7% | +48.3% |
| 5Y | -29.9% | -1.0% | -28.9% | -28.6% |
| 10Y | +351.6% | +128.4% | +223.2% | +124.5% |
| All | +368.8% | +133.2% | +235.6% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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