+331.8%
ARKK vs UL
+66.7%
+265.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -3.1% | -3.4% | +0.3% | -1.9% |
| 30D | +2.7% | +0.5% | +2.2% | +2.5% |
| 3M | +10.8% | +7.2% | +3.5% | +7.4% |
| 6M | +14.4% | -3.1% | +17.4% | +14.9% |
| YTD | +8.7% | -2.7% | +11.4% | +8.5% |
| 1Y | +6.7% | -10.2% | +17.0% | +9.6% |
| 3Y | +87.4% | +20.3% | +67.1% | +65.3% |
| 5Y | -29.5% | +19.9% | -49.4% | -38.8% |
| All | +331.8% | +66.7% | +265.1% | +261.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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