+331.8%
ARKK vs UVXY
-100.0%
+431.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.8% | +7.4% | -0.8% |
| 7D | -3.1% | +2.8% | -5.9% | -2.4% |
| 30D | +2.7% | -11.4% | +14.1% | +0.5% |
| 3M | +10.8% | -41.5% | +52.3% | +0.5% |
| 6M | +14.4% | -61.0% | +75.4% | -1.9% |
| YTD | +8.7% | -49.8% | +58.5% | +0.8% |
| 1Y | +6.7% | -66.4% | +73.2% | -6.2% |
| 3Y | +87.4% | -94.8% | +182.2% | +54.5% |
| 5Y | -29.5% | -99.7% | +70.2% | -56.8% |
| All | +331.8% | -100.0% | +431.8% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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