+75.0%
ARKK vs USAR
+74.0%
+1.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +1.9% | -2.1% | +4.0% | +2.1% |
| 30D | +13.2% | +2.6% | +10.6% | +12.9% |
| 3M | +7.7% | -35.0% | +42.7% | +9.8% |
| 6M | +15.1% | -6.9% | +21.9% | +14.9% |
| YTD | +12.1% | +48.0% | -35.9% | +10.4% |
| 1Y | +14.9% | +24.8% | -9.9% | +13.8% |
| 3Y | +99.3% | +73.2% | +26.1% | +76.2% |
| All | +75.0% | +74.0% | +1.0% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling