-100.0%
DFNS vs ARKK
+90.5%
-190.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.0% | -3.5% | -4.6% |
| 7D | -6.0% | -0.6% | -5.3% | -5.6% |
| 30D | -71.2% | -11.2% | -60.0% | -69.3% |
| 3M | -94.5% | -9.2% | -85.3% | -94.2% |
| 6M | -96.5% | -3.9% | -92.6% | -96.3% |
| YTD | -99.6% | -2.5% | -97.1% | -99.6% |
| 1Y | -99.7% | -2.7% | -97.0% | -99.7% |
| 3Y | -100.0% | +87.9% | -187.9% | -100.0% |
| All | -100.0% | +90.5% | -190.5% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling