-35.1%
ARKK vs UPRO
+95.9%
-131.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.1% |
| 7D | -0.6% | +7.4% | -8.0% | -5.6% |
| 30D | -11.2% | -7.9% | -3.3% | -6.2% |
| 3M | -9.2% | -12.0% | +2.8% | -0.9% |
| 6M | -3.9% | -2.0% | -2.0% | -3.2% |
| YTD | -2.5% | +20.4% | -22.9% | -15.4% |
| 1Y | -2.7% | +24.5% | -27.2% | -17.7% |
| 3Y | +87.9% | +224.4% | -136.5% | -22.7% |
| All | -35.1% | +95.9% | -131.0% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 UPRO 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