+7.4%
DASH vs ARKK
-30.0%
+37.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.6% | -3.8% |
| 7D | -10.6% | +1.9% | -12.5% | -12.1% |
| 30D | +2.2% | +13.2% | -11.0% | -8.2% |
| 3M | +32.3% | +7.7% | +24.6% | +22.7% |
| 6M | +19.1% | +15.1% | +4.0% | +4.0% |
| YTD | -6.5% | +12.1% | -18.6% | -17.0% |
| 1Y | -14.9% | +14.9% | -29.8% | -26.6% |
| 3Y | +151.9% | +99.3% | +52.6% | +22.3% |
| All | +7.4% | -30.0% | +37.4% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling