+84.9%
USB vs ARKK
+306.7%
-221.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.3% |
| 7D | +1.4% | -4.0% | +5.4% | +2.5% |
| 30D | +6.4% | -14.0% | +20.4% | +10.7% |
| 3M | -4.5% | -4.2% | -0.3% | -4.1% |
| 6M | +11.4% | -2.6% | +13.9% | +10.7% |
| YTD | +17.1% | +0.2% | +16.9% | +14.7% |
| 1Y | +32.6% | -6.9% | +39.5% | +32.5% |
| 3Y | +101.8% | +94.1% | +7.8% | +58.4% |
| 5Y | +25.1% | -32.7% | +57.9% | +25.0% |
| 10Y | +84.9% | +308.8% | -224.0% | -11.1% |
| All | +84.9% | +306.7% | -221.8% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 ARKK 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