-20.0%
DASH vs ARKK
+13.2%
-33.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.2% | -5.2% |
| 7D | -11.2% | +3.6% | -14.8% | -13.0% |
| 30D | -7.3% | +8.4% | -15.7% | -12.1% |
| 3M | +31.4% | +13.4% | +18.0% | +20.6% |
| 6M | +11.9% | +18.9% | -7.0% | -1.2% |
| YTD | -11.5% | +11.9% | -23.4% | -19.1% |
| 1Y | -20.0% | +13.1% | -33.1% | -25.5% |
| All | -20.0% | +13.2% | -33.2% | -25.5% |
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 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