+1,164.6%
ARES vs DRI
+603.7%
+560.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.8% |
| 7D | -1.7% | +0.6% | -2.2% | -1.9% |
| 30D | +0.3% | +3.8% | -3.6% | -1.3% |
| 3M | +8.5% | +13.0% | -4.5% | +3.4% |
| 6M | +23.5% | +8.3% | +15.2% | +19.3% |
| YTD | -11.2% | +20.6% | -31.8% | -17.7% |
| 1Y | -19.3% | +6.5% | -25.7% | -22.1% |
| 3Y | +48.7% | +53.7% | -5.1% | +24.8% |
| 5Y | +106.5% | +72.7% | +33.9% | +66.2% |
| 10Y | +1,055.3% | +363.2% | +692.2% | +584.5% |
| All | +1,164.6% | +603.7% | +560.9% | +607.6% |
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