-4.5%
DASH vs ARKK
-34.1%
+29.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -3.9% | -2.9% |
| 7D | -4.8% | 0.0% | -4.8% | -4.9% |
| 30D | -7.9% | -11.9% | +4.0% | +0.6% |
| 3M | -16.3% | -0.6% | -15.8% | -17.8% |
| 6M | +10.4% | -0.2% | +10.6% | +6.8% |
| YTD | -20.1% | +2.7% | -22.8% | -25.0% |
| 1Y | -11.4% | -2.2% | -9.2% | -14.1% |
| 3Y | +114.1% | +102.0% | +12.0% | +0.8% |
| 5Y | -5.8% | -33.4% | +27.6% | +12.7% |
| All | -4.5% | -34.1% | +29.6% | +6.0% |
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