-20.4%
ARES vs DRI
+3.0%
-23.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.4% | -2.8% |
| 7D | -2.7% | -4.8% | +2.1% | -1.9% |
| 30D | -2.4% | -3.9% | +1.5% | -2.0% |
| 3M | +3.9% | +5.1% | -1.2% | +2.4% |
| 6M | +26.4% | +5.5% | +20.9% | +23.9% |
| YTD | -14.9% | +16.5% | -31.4% | -17.1% |
| 1Y | -20.4% | +2.0% | -22.4% | -25.9% |
| All | -20.4% | +3.0% | -23.5% | -25.9% |
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