+1,089.9%
ARES vs DRI
+330.2%
+759.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.9% | -3.2% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | +15.3% | +10.8% | +4.4% | +11.1% |
| 3M | -5.4% | +0.9% | -6.3% | -5.9% |
| 6M | +10.0% | +16.3% | -6.3% | +3.3% |
| YTD | -14.7% | +27.8% | -42.5% | -22.9% |
| 1Y | -9.7% | +33.9% | -43.5% | -20.0% |
| 3Y | +35.8% | +67.2% | -31.4% | +9.4% |
| 5Y | +80.9% | +79.0% | +1.9% | +41.7% |
| All | +1,089.9% | +330.2% | +759.7% | +594.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling