+82.8%
ARES vs DG
-35.8%
+118.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +0.5% | +0.3% | +0.2% | +0.5% |
| 30D | +19.7% | +3.2% | +16.4% | +19.3% |
| 3M | -9.0% | +10.4% | -19.4% | -9.8% |
| 6M | +11.5% | +33.2% | -21.6% | +8.7% |
| YTD | -13.8% | +3.0% | -16.8% | -14.4% |
| 1Y | -5.6% | +31.2% | -36.8% | -7.8% |
| 3Y | +36.1% | +21.8% | +14.3% | +32.1% |
| All | +82.8% | -35.8% | +118.6% | +97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling