+961.2%
ARES vs DGX
+255.3%
+705.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.1% |
| 7D | -6.1% | -0.9% | -5.2% | -5.7% |
| 30D | -7.5% | -1.2% | -6.4% | -7.1% |
| 3M | +0.1% | +15.8% | -15.7% | -5.9% |
| 6M | +30.3% | +18.2% | +12.1% | +21.3% |
| YTD | -16.6% | +37.2% | -53.8% | -27.3% |
| 1Y | -26.1% | +30.4% | -56.5% | -34.4% |
| 3Y | +36.4% | +96.7% | -60.3% | -1.7% |
| 5Y | +95.0% | +67.2% | +27.8% | +49.2% |
| All | +961.2% | +255.3% | +705.8% | +530.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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