+331.8%
ARKK vs UEC
+885.8%
-554.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.8% | +1.8% |
| 7D | -3.1% | -9.4% | +6.4% | -1.0% |
| 30D | +2.7% | -8.0% | +10.7% | +4.3% |
| 3M | +10.8% | -1.7% | +12.5% | +10.6% |
| 6M | +14.4% | -26.1% | +40.5% | +19.6% |
| YTD | +8.7% | -10.5% | +19.2% | +8.0% |
| 1Y | +6.7% | -13.3% | +20.0% | +4.9% |
| 3Y | +87.4% | +116.4% | -29.0% | +40.7% |
| 5Y | -29.5% | +225.5% | -255.0% | -54.4% |
| All | +331.8% | +885.8% | -554.0% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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