+1,157.4%
ARES vs DD
+138.3%
+1,019.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.7% |
| 7D | +0.8% | +3.2% | -2.5% | -0.8% |
| 30D | +16.7% | +20.3% | -3.6% | +6.5% |
| 3M | -2.6% | +8.2% | -10.8% | -6.7% |
| 6M | +13.0% | +3.4% | +9.5% | +10.4% |
| YTD | -11.7% | +30.6% | -42.4% | -23.3% |
| 1Y | -6.7% | +30.6% | -37.3% | -19.0% |
| 3Y | +40.5% | +91.1% | -50.6% | -0.5% |
| 5Y | +88.2% | +68.6% | +19.6% | +39.9% |
| 10Y | +1,131.0% | +99.9% | +1,031.1% | +633.0% |
| All | +1,157.4% | +138.3% | +1,019.1% | +653.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling