+5.8%
DASH vs ARKK
-28.2%
+34.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.2% | -5.2% |
| 7D | -11.2% | +3.6% | -14.8% | -13.7% |
| 30D | -7.3% | +8.4% | -15.7% | -13.7% |
| 3M | +31.4% | +13.4% | +18.0% | +17.4% |
| 6M | +11.9% | +18.9% | -7.0% | -4.8% |
| YTD | -11.5% | +11.9% | -23.4% | -21.3% |
| 1Y | -20.0% | +13.1% | -33.1% | -30.1% |
| 3Y | +143.9% | +97.1% | +46.9% | +20.7% |
| 5Y | -0.2% | -27.8% | +27.5% | +13.2% |
| All | +5.8% | -28.2% | +34.0% | +11.2% |
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 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