+1,101.7%
ARES vs DKS
+226.4%
+875.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.3% |
| 7D | +0.5% | +6.3% | -5.8% | -1.1% |
| 30D | +19.7% | +9.3% | +10.4% | +16.9% |
| 3M | -9.0% | -25.3% | +16.3% | -3.9% |
| 6M | +11.5% | -29.2% | +40.7% | +18.7% |
| YTD | -13.8% | -22.7% | +8.9% | -10.6% |
| 1Y | -5.6% | -30.1% | +24.5% | +0.5% |
| 3Y | +36.1% | +45.6% | -9.5% | +16.7% |
| 5Y | +82.7% | +28.5% | +54.2% | +54.2% |
| All | +1,101.7% | +226.4% | +875.2% | +542.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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