-19.3%
ARES vs DRI
+6.9%
-26.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | -1.7% | +0.6% | -2.2% | -1.8% |
| 30D | +0.3% | +3.8% | -3.6% | -0.6% |
| 3M | +8.5% | +13.0% | -4.5% | +5.6% |
| 6M | +23.5% | +8.3% | +15.2% | +20.6% |
| YTD | -11.2% | +20.6% | -31.8% | -14.0% |
| 1Y | -19.3% | +6.5% | -25.7% | -25.0% |
| All | -19.3% | +6.9% | -26.2% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling