+86.2%
ARES vs DOC
-22.8%
+109.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.1% | +3.0% | +4.7% |
| 7D | +10.5% | +8.7% | +1.8% | +6.4% |
| 30D | +16.8% | +7.6% | +9.2% | +13.0% |
| 3M | -3.2% | -5.3% | +2.0% | -1.0% |
| 6M | +16.4% | +27.6% | -11.2% | +1.9% |
| YTD | -12.4% | +32.4% | -44.8% | -25.0% |
| 1Y | -6.9% | +22.9% | -29.7% | -17.2% |
| 3Y | +40.3% | +43.1% | -2.8% | +10.3% |
| 5Y | +86.2% | -21.4% | +107.6% | +128.4% |
| All | +86.2% | -22.8% | +109.0% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 5y: compounded portfolio wealth divided by compounded DOC 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…
5y analysis · Full analysis span regression · 6 months rolling