+147.6%
XLP vs ARKK
+367.9%
-220.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | -1.0% | +1.9% | -2.9% | -1.2% |
| 30D | -0.9% | +13.2% | -14.1% | -2.3% |
| 3M | +3.8% | +7.7% | -3.9% | +2.7% |
| 6M | -1.7% | +15.1% | -16.8% | -3.7% |
| YTD | +10.3% | +12.1% | -1.8% | +8.1% |
| 1Y | +7.8% | +14.9% | -7.1% | +5.0% |
| 3Y | +27.2% | +99.3% | -72.1% | +12.9% |
| 5Y | +32.5% | -29.9% | +62.4% | +34.3% |
| 10Y | +101.8% | +351.6% | -249.8% | +27.7% |
| All | +147.6% | +367.9% | -220.3% | +52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling