+359.8%
ARKK vs XYL
+243.1%
+116.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.0% |
| 7D | +1.4% | +0.8% | +0.6% | +0.8% |
| 30D | +5.1% | -10.8% | +16.0% | +13.5% |
| 3M | +12.7% | -2.5% | +15.3% | +13.6% |
| 6M | +13.8% | -12.2% | +26.0% | +22.7% |
| YTD | +9.9% | -20.1% | +30.0% | +25.7% |
| 1Y | +10.4% | -20.6% | +31.1% | +27.1% |
| 3Y | +93.6% | +17.3% | +76.3% | +71.0% |
| 5Y | -29.4% | -14.5% | -14.9% | -25.1% |
| 10Y | +336.9% | +150.2% | +186.7% | +153.2% |
| All | +359.8% | +243.1% | +116.7% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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