+106.2%
XLP vs ARKK
+337.1%
-230.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.0% |
| 7D | -2.9% | +1.4% | -4.3% | -3.0% |
| 30D | -2.2% | +5.1% | -7.4% | -2.8% |
| 3M | -0.6% | +12.7% | -13.3% | -2.0% |
| 6M | -2.2% | +13.8% | -16.0% | -4.0% |
| YTD | +8.3% | +9.9% | -1.7% | +6.5% |
| 1Y | +5.7% | +10.4% | -4.7% | +3.6% |
| 3Y | +25.7% | +93.6% | -67.9% | +12.5% |
| 5Y | +31.3% | -29.4% | +60.6% | +32.7% |
| 10Y | +106.2% | +336.9% | -230.7% | +40.9% |
| All | +106.2% | +337.1% | -230.9% | +40.9% |
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