+2,664.3%
TSLA vs ARKK
+331.8%
+2,332.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | -0.1% |
| 7D | +3.2% | -3.1% | +6.3% | +6.2% |
| 30D | +11.6% | +2.7% | +8.9% | +8.8% |
| 3M | -8.4% | +10.8% | -19.2% | -16.7% |
| 6M | -10.4% | +14.4% | -24.8% | -21.4% |
| YTD | -18.7% | +8.7% | -27.4% | -26.0% |
| 1Y | -0.9% | +6.7% | -7.7% | -8.9% |
| 3Y | +33.6% | +87.4% | -53.8% | -25.8% |
| 5Y | +48.9% | -29.5% | +78.4% | +100.6% |
| All | +2,664.3% | +331.8% | +2,332.5% | +626.7% |
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 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