-24.6%
ARKK vs OUST
-65.5%
+40.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.5% | +6.6% | +0.1% |
| 7D | -0.6% | -3.8% | +3.2% | +0.2% |
| 30D | -11.2% | +5.1% | -16.3% | -12.9% |
| 3M | -9.2% | -25.8% | +16.6% | -4.2% |
| 6M | -3.9% | -2.0% | -1.9% | -10.0% |
| YTD | -2.5% | +54.7% | -57.2% | -20.9% |
| 1Y | -2.7% | +48.8% | -51.5% | -20.7% |
| 3Y | +87.9% | +607.8% | -519.9% | -17.2% |
| 5Y | -35.7% | -52.7% | +17.1% | -50.0% |
| All | -24.6% | -65.5% | +40.9% | -37.5% |
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