+720.0%
ARES vs DBX
+22.6%
+697.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.3% |
| 7D | -6.1% | +2.1% | -8.2% | -6.8% |
| 30D | -7.5% | +5.7% | -13.3% | -9.4% |
| 3M | +0.1% | +31.8% | -31.7% | -9.8% |
| 6M | +30.3% | +37.5% | -7.2% | +14.3% |
| YTD | -16.6% | +27.9% | -44.5% | -24.9% |
| 1Y | -26.1% | +15.0% | -41.1% | -31.1% |
| 3Y | +36.4% | +27.2% | +9.2% | +19.2% |
| 5Y | +95.0% | +12.8% | +82.2% | +71.4% |
| All | +720.0% | +22.6% | +697.4% | +514.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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