+785.5%
NEM vs ARKK
+358.9%
+426.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.0% | +1.6% |
| 7D | +3.1% | +1.4% | +1.6% | +2.8% |
| 30D | +10.0% | +5.1% | +4.9% | +9.1% |
| 3M | +30.9% | +12.7% | +18.1% | +28.5% |
| 6M | +10.5% | +13.8% | -3.3% | +8.4% |
| YTD | +29.7% | +9.9% | +19.8% | +27.9% |
| 1Y | +71.1% | +10.4% | +60.7% | +68.4% |
| 3Y | +252.1% | +93.6% | +158.5% | +216.6% |
| 5Y | +157.7% | -29.4% | +187.1% | +152.9% |
| 10Y | +319.4% | +336.9% | -17.5% | +248.7% |
| All | +785.5% | +358.9% | +426.6% | +639.4% |
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