+1,150.8%
ARES vs DGX
+439.1%
+711.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | +1.3% | -1.2% | +2.5% | +1.7% |
| 3M | +10.4% | +19.9% | -9.5% | +2.8% |
| 6M | +29.0% | +19.2% | +9.8% | +20.3% |
| YTD | -12.2% | +37.5% | -49.7% | -22.8% |
| 1Y | -18.4% | +31.3% | -49.7% | -27.3% |
| 3Y | +43.2% | +96.6% | -53.5% | +6.0% |
| 5Y | +102.6% | +64.3% | +38.3% | +59.7% |
| 10Y | +1,029.6% | +241.1% | +788.5% | +557.5% |
| All | +1,150.8% | +439.1% | +711.7% | +584.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling