+1,267.4%
ARES vs DAR
+288.2%
+979.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.7% | -0.5% | +2.7% |
| 7D | +5.0% | -2.8% | +7.7% | +5.9% |
| 30D | +19.1% | -12.8% | +31.9% | +23.9% |
| 3M | +3.1% | -11.6% | +14.7% | +6.1% |
| 6M | +12.9% | -16.8% | +29.6% | +17.9% |
| YTD | -10.7% | +45.9% | -56.6% | -23.7% |
| 1Y | -5.5% | +61.5% | -67.0% | -22.4% |
| 3Y | +45.0% | +23.0% | +22.0% | +23.5% |
| 5Y | +87.4% | -35.8% | +123.2% | +99.5% |
| 10Y | +1,267.4% | +280.4% | +987.0% | +638.0% |
| All | +1,267.4% | +288.2% | +979.2% | +638.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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