+25.2%
COP vs ARKK
+89.0%
-63.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | +2.3% | -3.1% | +5.4% | +2.6% |
| 30D | +8.6% | +2.7% | +5.9% | +8.2% |
| 3M | +19.9% | +10.8% | +9.1% | +18.1% |
| 6M | +19.0% | +14.4% | +4.6% | +16.2% |
| YTD | +50.0% | +8.7% | +41.3% | +47.4% |
| 1Y | +50.5% | +6.7% | +43.8% | +47.8% |
| 3Y | +25.2% | +87.4% | -62.2% | +7.5% |
| All | +25.2% | +89.0% | -63.8% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 3y: compounded portfolio wealth divided by compounded ARKK 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…
3y analysis · Full analysis span regression · 6 months rolling