+98.3%
USB vs ARKK
+100.9%
-2.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | +1.4% | +1.9% | -0.5% | +0.7% |
| 30D | -1.3% | +13.2% | -14.5% | -5.8% |
| 3M | +15.2% | +7.7% | +7.6% | +11.3% |
| 6M | +18.8% | +15.1% | +3.8% | +11.3% |
| YTD | +21.0% | +12.1% | +8.9% | +14.0% |
| 1Y | +34.0% | +14.9% | +19.1% | +23.5% |
| All | +98.3% | +100.9% | -2.6% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling