+86.2%
ARKK vs USAR
+57.7%
+28.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.0% | +4.2% | -1.4% |
| 7D | -4.7% | -9.3% | +4.6% | -4.1% |
| 30D | +3.1% | -15.2% | +18.2% | +4.0% |
| 3M | +13.8% | -21.1% | +34.9% | +15.0% |
| 6M | +14.0% | -21.6% | +35.5% | +14.8% |
| YTD | +8.0% | +34.8% | -26.8% | +7.0% |
| 1Y | +9.9% | +15.6% | -5.7% | +9.5% |
| All | +86.2% | +57.7% | +28.5% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 3y: compounded portfolio wealth divided by compounded USAR 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…
3y analysis · Full analysis span regression · 6 months rolling