+1,267.4%
ARES vs DRI
+370.8%
+896.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.6% |
| 7D | +5.0% | +3.1% | +1.9% | +3.9% |
| 30D | +19.1% | +16.2% | +2.8% | +12.7% |
| 3M | +3.1% | +8.4% | -5.3% | -0.2% |
| 6M | +12.9% | +19.0% | -6.1% | +5.1% |
| YTD | -10.7% | +28.8% | -39.5% | -19.5% |
| 1Y | -5.5% | +33.1% | -38.7% | -16.2% |
| 3Y | +45.0% | +70.8% | -25.8% | +15.8% |
| 5Y | +87.4% | +74.2% | +13.1% | +47.8% |
| 10Y | +1,267.4% | +345.5% | +921.9% | +688.5% |
| All | +1,267.4% | +370.8% | +896.6% | +688.5% |
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