+331.8%
ARKK vs URA
+346.2%
-14.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +2.3% |
| 7D | -3.1% | -5.5% | +2.4% | -0.3% |
| 30D | +2.7% | -3.7% | +6.4% | +4.6% |
| 3M | +10.8% | -2.9% | +13.7% | +12.2% |
| 6M | +14.4% | -15.2% | +29.6% | +23.1% |
| YTD | +8.7% | +1.9% | +6.8% | +4.8% |
| 1Y | +6.7% | +6.9% | -0.2% | -1.5% |
| 3Y | +87.4% | +99.6% | -12.2% | +17.9% |
| 5Y | -29.5% | +101.2% | -130.6% | -57.3% |
| All | +331.8% | +346.2% | -14.4% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling