+70.0%
XLE vs ARKK
+90.5%
-20.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.2% |
| 7D | +5.4% | -0.6% | +6.0% | +5.5% |
| 30D | -3.9% | -11.2% | +7.3% | -2.9% |
| 3M | +7.0% | -9.2% | +16.2% | +7.7% |
| 6M | +14.2% | -3.9% | +18.1% | +13.7% |
| YTD | +48.2% | -2.5% | +50.7% | +46.6% |
| 1Y | +47.7% | -2.7% | +50.4% | +46.0% |
| 3Y | +70.0% | +87.9% | -17.9% | +37.1% |
| All | +70.0% | +90.5% | -20.5% | +37.1% |
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