-9.5%
DASH vs ARKK
-37.5%
+28.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.9% |
| 7D | -4.5% | -0.6% | -3.9% | -4.2% |
| 30D | -6.8% | -11.2% | +4.4% | +1.2% |
| 3M | -20.7% | -9.2% | -11.5% | -16.4% |
| 6M | +15.1% | -3.9% | +19.0% | +14.6% |
| YTD | -24.3% | -2.5% | -21.8% | -26.1% |
| 1Y | -12.1% | -2.7% | -9.4% | -14.5% |
| 3Y | +91.1% | +87.9% | +3.2% | -4.7% |
| 5Y | -30.3% | -35.7% | +5.4% | -14.1% |
| All | -9.5% | -37.5% | +28.0% | +4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling