+999.8%
ARES vs DAR
+364.6%
+635.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.3% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -2.4% | +7.4% | -9.8% | -4.9% |
| 3M | +3.9% | +15.7% | -11.8% | -1.7% |
| 6M | +26.4% | +30.0% | -3.6% | +13.9% |
| YTD | -14.9% | +87.5% | -102.4% | -32.4% |
| 1Y | -20.4% | +113.4% | -133.8% | -40.2% |
| 3Y | +38.8% | +15.3% | +23.5% | +23.6% |
| 5Y | +97.0% | -4.3% | +101.3% | +84.0% |
| 10Y | +999.8% | +380.2% | +619.6% | +467.2% |
| All | +999.8% | +364.6% | +635.2% | +467.2% |
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