-99.9%
DFNS vs ARKK
+7.3%
-107.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.6% | +0.7% |
| 7D | -16.0% | +1.9% | -17.9% | -16.2% |
| 30D | -77.7% | +13.2% | -90.9% | -78.0% |
| 3M | -77.2% | +7.7% | -84.9% | -77.2% |
| 6M | -95.2% | +15.1% | -110.2% | -95.2% |
| YTD | -98.0% | +12.1% | -110.1% | -98.0% |
| 1Y | -98.3% | +14.9% | -113.2% | -98.3% |
| 3Y | -99.9% | +99.3% | -199.2% | -99.9% |
| 5Y | -99.9% | -29.9% | -69.9% | -99.9% |
| All | -99.9% | +7.3% | -107.1% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling