+81.3%
USB vs ARKK
+293.0%
-211.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.8% | +1.4% |
| 7D | +2.6% | -0.6% | +3.2% | +2.7% |
| 30D | +8.4% | -11.2% | +19.6% | +11.7% |
| 3M | -5.5% | -9.2% | +3.7% | -3.7% |
| 6M | +17.7% | -3.9% | +21.6% | +17.4% |
| YTD | +17.6% | -2.5% | +20.1% | +16.0% |
| 1Y | +33.9% | -2.7% | +36.6% | +32.0% |
| 3Y | +103.8% | +87.9% | +15.9% | +61.4% |
| 5Y | +25.6% | -35.7% | +61.3% | +27.1% |
| All | +81.3% | +293.0% | -211.7% | -11.6% |
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