-29.4%
ARKK vs UPST
-90.4%
+61.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.3% | -0.6% |
| 7D | +1.4% | -8.1% | +9.5% | +3.8% |
| 30D | +5.1% | -14.3% | +19.4% | +9.7% |
| 3M | +12.7% | -16.6% | +29.4% | +18.4% |
| 6M | +13.8% | -7.3% | +21.1% | +14.9% |
| YTD | +9.9% | -40.8% | +50.7% | +24.3% |
| 1Y | +10.4% | -62.4% | +72.8% | +39.7% |
| 3Y | +93.6% | -15.3% | +108.9% | +61.9% |
| 5Y | -29.4% | -91.1% | +61.7% | -25.1% |
| All | -29.4% | -90.4% | +61.1% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling