+368.8%
ARKK vs URA
+194.2%
+174.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.8% | -1.4% |
| 7D | +1.9% | +1.1% | +0.9% | +1.4% |
| 30D | +13.2% | +7.4% | +5.8% | +9.3% |
| 3M | +7.7% | -8.4% | +16.1% | +12.1% |
| 6M | +15.1% | -12.7% | +27.8% | +21.6% |
| YTD | +12.1% | +7.8% | +4.3% | +5.7% |
| 1Y | +14.9% | +19.5% | -4.5% | +1.2% |
| 3Y | +99.3% | +116.4% | -17.1% | +25.0% |
| 5Y | -29.9% | +134.3% | -164.2% | -58.7% |
| 10Y | +351.6% | +359.3% | -7.6% | +79.8% |
| All | +368.8% | +194.2% | +174.6% | +94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling