-8.9%
DASH vs ARKK
-36.2%
+27.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -1.3% |
| 7D | -4.1% | +4.6% | -8.7% | -7.5% |
| 30D | -10.6% | -12.2% | +1.6% | -2.0% |
| 3M | -18.8% | -6.0% | -12.8% | -16.7% |
| 6M | +11.2% | -2.2% | +13.4% | +9.3% |
| YTD | -23.8% | -0.5% | -23.3% | -26.7% |
| 1Y | -12.2% | -6.0% | -6.2% | -12.2% |
| 3Y | +97.3% | +92.5% | +4.8% | -3.4% |
| 5Y | -29.8% | -34.4% | +4.5% | -14.9% |
| All | -8.9% | -36.2% | +27.3% | +3.6% |
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