-28.1%
ARKK vs UPST
+7.9%
-36.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.7% |
| 7D | +1.9% | -3.5% | +5.5% | +2.7% |
| 30D | +13.2% | -7.1% | +20.3% | +15.0% |
| 3M | +7.7% | -13.1% | +20.8% | +10.9% |
| 6M | +15.1% | -1.1% | +16.2% | +14.5% |
| YTD | +12.1% | -35.9% | +47.9% | +21.4% |
| 1Y | +14.9% | -57.4% | +72.3% | +34.6% |
| 3Y | +99.3% | -14.9% | +114.2% | +78.7% |
| 5Y | -29.9% | -88.7% | +58.7% | -33.6% |
| All | -28.1% | +7.9% | -36.0% | -40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling