+135.4%
XLP vs ARKK
+306.7%
-171.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +0.4% |
| 7D | +2.3% | -4.0% | +6.3% | +2.7% |
| 30D | +9.1% | -14.0% | +23.1% | +10.5% |
| 3M | +7.9% | -4.2% | +12.0% | +8.0% |
| 6M | +9.6% | -2.6% | +12.2% | +9.2% |
| YTD | +19.4% | +0.2% | +19.2% | +18.3% |
| 1Y | +22.4% | -6.9% | +29.3% | +22.1% |
| 3Y | +43.2% | +94.1% | -50.9% | +27.7% |
| 5Y | +42.6% | -32.7% | +75.3% | +44.2% |
| 10Y | +135.4% | +308.8% | -173.4% | +65.2% |
| All | +135.4% | +306.7% | -171.2% | +65.2% |
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