+96.6%
ARKK vs UPST
0.0%
+96.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.0% | +1.6% |
| 7D | -2.4% | -12.1% | +9.7% | +1.1% |
| 30D | -10.8% | -13.4% | +2.6% | -7.5% |
| 3M | -2.6% | -31.2% | +28.6% | +7.1% |
| 6M | -1.9% | -28.3% | +26.4% | +6.4% |
| YTD | +2.0% | -53.0% | +55.0% | +21.0% |
| 1Y | -4.4% | -47.2% | +42.8% | +10.0% |
| All | +96.6% | 0.0% | +96.7% | +76.7% |
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