+43.2%
ARES vs DG
+10.3%
+32.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -1.1% |
| 7D | -0.3% | -2.5% | +2.1% | -0.3% |
| 30D | +1.3% | +1.0% | +0.3% | +1.3% |
| 3M | +10.4% | +20.3% | -10.0% | +10.3% |
| 6M | +29.0% | -11.7% | +40.7% | +28.1% |
| YTD | -12.2% | -2.3% | -9.9% | -12.5% |
| 1Y | -18.4% | +20.0% | -38.4% | -18.1% |
| 3Y | +43.2% | +7.2% | +35.9% | +52.9% |
| All | +43.2% | +10.3% | +32.8% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling