+1,121.7%
ARES vs DRI
+640.4%
+481.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | +4.5% | +2.8% | +1.7% | +3.6% |
| 30D | +15.7% | +13.3% | +2.5% | +10.9% |
| 3M | -2.0% | +8.2% | -10.2% | -5.0% |
| 6M | +10.4% | +17.5% | -7.1% | +3.6% |
| YTD | -14.2% | +26.9% | -41.1% | -21.9% |
| 1Y | -7.8% | +31.6% | -39.3% | -17.3% |
| 3Y | +41.4% | +67.0% | -25.6% | +15.3% |
| 5Y | +83.7% | +72.9% | +10.8% | +47.4% |
| 10Y | +1,204.1% | +371.3% | +832.8% | +663.3% |
| All | +1,121.7% | +640.4% | +481.3% | +571.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling