+999.8%
ARES vs DG
+102.6%
+897.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -2.6% |
| 7D | -2.7% | -4.8% | +2.2% | -1.9% |
| 30D | -2.4% | +1.8% | -4.1% | -2.8% |
| 3M | +3.9% | +14.5% | -10.6% | +1.2% |
| 6M | +26.4% | -13.6% | +39.9% | +28.9% |
| YTD | -14.9% | -4.8% | -10.0% | -14.7% |
| 1Y | -20.4% | +21.6% | -42.0% | -23.8% |
| 3Y | +38.8% | +4.5% | +34.3% | +32.3% |
| 5Y | +97.0% | -38.5% | +135.4% | +118.2% |
| 10Y | +999.8% | +102.2% | +897.6% | +931.4% |
| All | +999.8% | +102.6% | +897.2% | +931.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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