-17.2%
DASH vs ARKK
-5.7%
-11.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.1% | +8.3% | +8.3% |
| 7D | +17.2% | -6.7% | +23.8% | +21.1% |
| 30D | +3.6% | -13.4% | +16.9% | +11.2% |
| 3M | -1.9% | +4.7% | -6.6% | -6.4% |
| 6M | +15.1% | +2.7% | +12.3% | +9.8% |
| YTD | -12.3% | +4.5% | -16.8% | -17.6% |
| 1Y | -17.2% | -3.7% | -13.5% | -17.2% |
| All | -17.2% | -5.7% | -11.6% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling