+307.7%
ARKK vs UPRO
+1,314.7%
-1,006.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.3% |
| 7D | -0.6% | +7.4% | -8.0% | -4.3% |
| 30D | -11.2% | -7.9% | -3.3% | -7.4% |
| 3M | -9.2% | -12.0% | +2.8% | -2.9% |
| 6M | -3.9% | -2.0% | -2.0% | -2.9% |
| YTD | -2.5% | +20.4% | -22.9% | -11.6% |
| 1Y | -2.7% | +24.5% | -27.2% | -13.3% |
| 3Y | +87.9% | +224.4% | -136.5% | +2.6% |
| 5Y | -35.7% | +97.6% | -133.3% | -57.2% |
| 10Y | +299.2% | +1,097.3% | -798.1% | +15.3% |
| All | +307.7% | +1,314.7% | -1,006.9% | +7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling