+36.1%
ARES vs DLTR
+21.5%
+14.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.2% | +1.4% |
| 7D | +0.5% | +5.3% | -4.8% | -0.4% |
| 30D | +19.7% | +13.4% | +6.3% | +17.2% |
| 3M | -9.0% | +6.6% | -15.6% | -10.1% |
| 6M | +11.5% | +59.1% | -47.5% | +2.2% |
| YTD | -13.8% | +12.3% | -26.1% | -16.1% |
| 1Y | -5.6% | +33.9% | -39.4% | -11.1% |
| 3Y | +36.1% | +23.0% | +13.1% | +22.5% |
| All | +36.1% | +21.5% | +14.7% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling