+170.4%
TSCO vs ARKK
+353.6%
-183.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | -5.7% | -3.1% | -2.6% | -4.9% |
| 30D | -8.8% | +2.7% | -11.5% | -9.6% |
| 3M | +6.3% | +10.8% | -4.4% | +2.9% |
| 6M | -32.3% | +14.4% | -46.6% | -35.3% |
| YTD | -32.7% | +8.7% | -41.4% | -35.1% |
| 1Y | -43.7% | +6.7% | -50.4% | -45.8% |
| 3Y | -19.7% | +87.4% | -107.1% | -36.5% |
| 5Y | -11.6% | -29.5% | +17.8% | -11.2% |
| 10Y | +184.1% | +331.8% | -147.7% | +29.0% |
| All | +170.4% | +353.6% | -183.2% | +18.5% |
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