+10.5%
NEM vs ARKK
+18.5%
-8.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.0% | +2.5% |
| 7D | +3.1% | +1.4% | +1.6% | +2.0% |
| 30D | +10.0% | +5.1% | +4.9% | +6.0% |
| 3M | +30.9% | +12.7% | +18.1% | +19.9% |
| 6M | +10.5% | +13.8% | -3.3% | +2.7% |
| All | +10.5% | +18.5% | -8.0% | +2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling