-28.5%
ARKK vs UDR
-20.1%
-8.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.2% |
| 7D | -4.7% | -3.4% | -1.3% | -2.3% |
| 30D | +3.1% | -5.4% | +8.5% | +7.1% |
| 3M | +13.8% | -10.0% | +23.7% | +21.7% |
| 6M | +14.0% | -2.5% | +16.5% | +14.0% |
| YTD | +8.0% | -1.1% | +9.1% | +6.3% |
| 1Y | +9.9% | -3.9% | +13.8% | +10.1% |
| 3Y | +90.2% | +3.4% | +86.7% | +73.8% |
| All | -28.5% | -20.1% | -8.4% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 5y: compounded portfolio wealth divided by compounded UDR 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…
5y analysis · Full analysis span regression · 6 months rolling