+331.8%
ARKK vs ULTA
+132.3%
+199.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | -0.2% |
| 7D | -3.1% | -3.1% | 0.0% | -1.9% |
| 30D | +2.7% | +2.8% | -0.1% | +1.3% |
| 3M | +10.8% | +14.8% | -4.0% | +4.3% |
| 6M | +14.4% | -16.2% | +30.6% | +20.7% |
| YTD | +8.7% | -9.6% | +18.3% | +11.0% |
| 1Y | +6.7% | +4.8% | +2.0% | +2.2% |
| 3Y | +87.4% | +30.7% | +56.7% | +59.4% |
| 5Y | -29.5% | +45.9% | -75.3% | -42.1% |
| All | +331.8% | +132.3% | +199.5% | +184.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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