+1,164.6%
ARES vs DD
+101.5%
+1,063.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.1% |
| 7D | -1.7% | -3.5% | +1.8% | 0.0% |
| 30D | +0.3% | -10.3% | +10.6% | +5.5% |
| 3M | +8.5% | -7.5% | +16.0% | +12.5% |
| 6M | +23.5% | -8.0% | +31.5% | +27.5% |
| YTD | -11.2% | +10.5% | -21.7% | -16.1% |
| 1Y | -19.3% | +38.3% | -57.6% | -31.8% |
| 3Y | +48.7% | +42.5% | +6.2% | +21.1% |
| 5Y | +106.5% | +60.2% | +46.4% | +59.1% |
| 10Y | +1,055.3% | +68.9% | +986.5% | +648.7% |
| All | +1,164.6% | +101.5% | +1,063.1% | +724.9% |
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