+33.4%
XLB vs ARKK
-31.2%
+64.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -0.8% |
| 7D | -3.5% | -4.7% | +1.1% | -2.5% |
| 30D | -4.7% | +3.1% | -7.7% | -5.4% |
| 3M | +2.7% | +13.8% | -11.0% | -0.6% |
| 6M | +2.6% | +14.0% | -11.4% | -1.1% |
| YTD | +12.8% | +8.0% | +4.9% | +9.9% |
| 1Y | +14.0% | +9.9% | +4.0% | +10.0% |
| 3Y | +31.5% | +90.2% | -58.7% | +9.0% |
| 5Y | +33.4% | -29.9% | +63.3% | +22.6% |
| All | +33.4% | -31.2% | +64.6% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling