+97.0%
ARES vs DBX
+8.9%
+88.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.3% | -5.4% | -4.2% |
| 7D | -2.7% | +0.3% | -2.9% | -2.9% |
| 30D | -2.4% | 0.0% | -2.4% | -2.6% |
| 3M | +3.9% | +26.1% | -22.2% | -7.9% |
| 6M | +26.4% | +29.4% | -3.0% | +8.9% |
| YTD | -14.9% | +24.4% | -39.3% | -25.3% |
| 1Y | -20.4% | +10.9% | -31.3% | -26.2% |
| 3Y | +38.8% | +24.1% | +14.7% | +13.1% |
| 5Y | +97.0% | +7.8% | +89.2% | +54.1% |
| All | +97.0% | +8.9% | +88.1% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling