-13.3%
ARKK vs OUST
-62.4%
+49.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.7% | -1.5% |
| 7D | +1.9% | +5.2% | -3.3% | +0.7% |
| 30D | +13.2% | -19.3% | +32.4% | +18.3% |
| 3M | +7.7% | -22.6% | +30.3% | +9.3% |
| 6M | +15.1% | +62.8% | -47.7% | -5.8% |
| YTD | +12.1% | +68.3% | -56.3% | -9.8% |
| 1Y | +14.9% | +28.5% | -13.6% | -3.9% |
| 3Y | +99.3% | +554.0% | -454.7% | -9.8% |
| 5Y | -29.9% | -56.2% | +26.3% | -44.6% |
| All | -13.3% | -62.4% | +49.1% | -28.7% |
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