-3.9%
ARKK vs UPST
-28.9%
+25.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.9% |
| 7D | -0.6% | -10.6% | +10.0% | +4.3% |
| 30D | -11.2% | -14.0% | +2.8% | -5.3% |
| 3M | -9.2% | -36.8% | +27.6% | +11.0% |
| 6M | -3.9% | -27.5% | +23.6% | +9.7% |
| All | -3.9% | -28.9% | +25.0% | +9.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling