+82.0%
USO vs ARKK
+331.8%
-249.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | +9.1% | -3.1% | +12.2% | +9.4% |
| 30D | +21.7% | +2.7% | +19.0% | +21.2% |
| 3M | +20.2% | +10.8% | +9.5% | +18.5% |
| 6M | +43.4% | +14.4% | +29.0% | +39.8% |
| YTD | +124.0% | +8.7% | +115.3% | +119.5% |
| 1Y | +112.2% | +6.7% | +105.4% | +107.9% |
| 3Y | +97.7% | +87.4% | +10.3% | +73.7% |
| 5Y | +217.4% | -29.5% | +246.9% | +236.7% |
| All | +82.0% | +331.8% | -249.8% | +18.0% |
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