+33.6%
TSLA vs ARKK
+89.0%
-55.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | -0.1% |
| 7D | +3.2% | -3.1% | +6.3% | +6.4% |
| 30D | +11.6% | +2.7% | +8.9% | +8.6% |
| 3M | -8.4% | +10.8% | -19.2% | -17.2% |
| 6M | -10.4% | +14.4% | -24.8% | -22.1% |
| YTD | -18.7% | +8.7% | -27.4% | -26.4% |
| 1Y | -0.9% | +6.7% | -7.7% | -9.8% |
| 3Y | +33.6% | +87.4% | -53.8% | -27.1% |
| All | +33.6% | +89.0% | -55.4% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling