+13.1%
ARKK vs OUST
+34.0%
-20.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.7% |
| 7D | +3.6% | +12.7% | -9.1% | +1.1% |
| 30D | +8.4% | -13.6% | +22.0% | +11.0% |
| 3M | +13.4% | -8.3% | +21.7% | +10.5% |
| 6M | +18.9% | +85.0% | -66.1% | -6.3% |
| YTD | +11.9% | +73.2% | -61.3% | -11.5% |
| 1Y | +13.1% | +32.5% | -19.4% | -6.8% |
| All | +13.1% | +34.0% | -20.9% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded OUST 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling