+210.0%
SHEL vs ARKK
+331.8%
-121.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +4.1% | -3.1% | +7.2% | +4.7% |
| 30D | +8.4% | +2.7% | +5.7% | +7.6% |
| 3M | +13.7% | +10.8% | +2.9% | +10.9% |
| 6M | +12.7% | +14.4% | -1.7% | +8.6% |
| YTD | +35.3% | +8.7% | +26.6% | +31.5% |
| 1Y | +39.4% | +6.7% | +32.6% | +35.2% |
| 3Y | +71.5% | +87.4% | -15.9% | +42.4% |
| 5Y | +195.0% | -29.5% | +224.5% | +211.5% |
| All | +210.0% | +331.8% | -121.8% | +56.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling