+97.1%
ARKK vs UPST
-14.8%
+111.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.7% | +0.8% |
| 7D | +3.6% | -1.5% | +5.1% | +4.0% |
| 30D | +8.4% | -13.2% | +21.6% | +12.4% |
| 3M | +13.4% | -13.0% | +26.4% | +17.4% |
| 6M | +18.9% | -2.9% | +21.8% | +18.7% |
| YTD | +11.9% | -38.3% | +50.2% | +23.9% |
| 1Y | +13.1% | -60.5% | +73.5% | +38.0% |
| 3Y | +97.1% | -11.7% | +108.8% | +70.5% |
| All | +97.1% | -14.8% | +111.9% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 3y: compounded portfolio wealth divided by compounded UPST 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…
3y analysis · Full analysis span regression · 6 months rolling