+961.2%
ARES vs DLTR
+45.3%
+915.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -6.1% | -10.1% | +4.0% | -4.2% |
| 30D | -7.5% | -8.1% | +0.6% | -6.2% |
| 3M | +0.1% | +2.9% | -2.7% | -0.8% |
| 6M | +30.3% | +4.3% | +25.9% | +27.8% |
| YTD | -16.6% | -3.9% | -12.7% | -16.9% |
| 1Y | -26.1% | +18.9% | -45.0% | -29.5% |
| 3Y | +36.4% | +1.9% | +34.5% | +30.4% |
| 5Y | +95.0% | +31.0% | +64.0% | +74.4% |
| All | +961.2% | +45.3% | +915.9% | +824.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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