-24.1%
ARKK vs OUST
-64.1%
+40.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +14.0% | -10.8% | -0.2% |
| 7D | -6.6% | +17.0% | -23.5% | -10.3% |
| 30D | -14.5% | -16.5% | +2.0% | -11.5% |
| 3M | -0.4% | -23.7% | +23.3% | +4.3% |
| 6M | -5.2% | +18.4% | -23.5% | -16.2% |
| YTD | -1.9% | +60.8% | -62.7% | -21.1% |
| 1Y | -6.7% | +44.2% | -50.9% | -23.3% |
| 3Y | +89.7% | +668.1% | -578.4% | -18.5% |
| 5Y | -37.3% | -48.8% | +11.6% | -52.0% |
| All | -24.1% | -64.1% | +40.0% | -37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling