+953.0%
ARES vs DD
+67.0%
+886.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.5% |
| 7D | -7.7% | -2.9% | -4.8% | -6.2% |
| 30D | -8.7% | -11.5% | +2.8% | -2.7% |
| 3M | +2.8% | -5.4% | +8.2% | +5.8% |
| 6M | +23.1% | -6.9% | +30.0% | +26.6% |
| YTD | -17.3% | +6.9% | -24.1% | -21.0% |
| 1Y | -24.3% | +35.6% | -59.9% | -36.8% |
| 3Y | +34.9% | +42.5% | -7.6% | +6.8% |
| 5Y | +93.5% | +58.5% | +35.0% | +44.1% |
| All | +953.0% | +67.0% | +886.0% | +501.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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