-20.6%
ARKK vs OUST
-60.2%
+39.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +10.8% | -6.2% | +2.1% |
| 7D | 0.0% | +36.7% | -36.7% | -7.5% |
| 30D | -11.9% | -3.3% | -8.5% | -11.9% |
| 3M | -0.6% | -11.1% | +10.6% | +0.4% |
| 6M | -0.2% | +53.1% | -53.2% | -16.9% |
| YTD | +2.7% | +78.2% | -75.6% | -19.4% |
| 1Y | -2.2% | +50.0% | -52.2% | -20.3% |
| 3Y | +102.0% | +836.2% | -734.1% | -17.5% |
| 5Y | -33.4% | -50.0% | +16.6% | -49.2% |
| All | -20.6% | -60.2% | +39.6% | -36.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling