+155.1%
NEM vs ARKK
-29.6%
+184.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -1.0% | -3.1% | +2.1% | -0.4% |
| 30D | +7.8% | +2.7% | +5.1% | +7.4% |
| 3M | +30.2% | +10.8% | +19.5% | +28.0% |
| 6M | +9.6% | +14.4% | -4.8% | +7.3% |
| YTD | +27.8% | +8.7% | +19.2% | +26.0% |
| 1Y | +60.7% | +6.7% | +54.0% | +58.6% |
| 3Y | +245.3% | +87.4% | +157.9% | +213.6% |
| All | +155.1% | -29.6% | +184.7% | +115.9% |
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 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