+91.5%
USB vs ARKK
+85.5%
+6.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -1.5% |
| 7D | 0.0% | -6.6% | +6.6% | +1.9% |
| 30D | +5.8% | -14.5% | +20.4% | +10.7% |
| 3M | -6.0% | -0.4% | -5.6% | -6.9% |
| 6M | +7.8% | -5.2% | +12.9% | +7.8% |
| YTD | +14.6% | -1.9% | +16.5% | +12.4% |
| 1Y | +31.8% | -6.7% | +38.5% | +31.4% |
| 3Y | +91.5% | +89.7% | +1.8% | +32.4% |
| All | +91.5% | +85.5% | +6.0% | +32.4% |
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