+368.0%
ARKK vs UPRO
+1,422.3%
-1,054.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.7% |
| 7D | +3.6% | +1.5% | +2.1% | +2.9% |
| 30D | +8.4% | -3.7% | +12.1% | +10.6% |
| 3M | +13.4% | +8.0% | +5.5% | +8.9% |
| 6M | +18.9% | +38.7% | -19.8% | +0.2% |
| YTD | +11.9% | +29.5% | -17.6% | -2.3% |
| 1Y | +13.1% | +46.1% | -33.0% | -7.0% |
| 3Y | +97.1% | +229.1% | -132.0% | +6.5% |
| 5Y | -27.8% | +136.0% | -163.8% | -55.7% |
| 10Y | +338.5% | +1,155.3% | -816.8% | +22.6% |
| All | +368.0% | +1,422.3% | -1,054.2% | +18.4% |
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