+1,172.8%
ARES vs DD
+137.6%
+1,035.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.9% | -1.7% | +1.4% |
| 7D | +5.0% | +9.8% | -4.8% | 0.0% |
| 30D | +19.1% | +19.3% | -0.3% | +9.0% |
| 3M | +3.1% | +9.4% | -6.3% | -1.8% |
| 6M | +12.9% | +4.8% | +8.1% | +9.6% |
| YTD | -10.7% | +30.2% | -40.9% | -22.3% |
| 1Y | -5.5% | +32.2% | -37.8% | -18.4% |
| 3Y | +45.0% | +93.1% | -48.1% | +2.2% |
| 5Y | +87.4% | +68.0% | +19.4% | +39.5% |
| 10Y | +1,267.4% | +98.5% | +1,168.9% | +716.1% |
| All | +1,172.8% | +137.6% | +1,035.2% | +664.2% |
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