+961.2%
ARES vs DTE
+137.8%
+823.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.4% |
| 7D | -6.1% | -2.6% | -3.5% | -5.0% |
| 30D | -7.5% | -4.4% | -3.1% | -5.7% |
| 3M | +0.1% | -8.3% | +8.4% | +3.8% |
| 6M | +30.3% | -8.1% | +38.3% | +34.4% |
| YTD | -16.6% | +4.4% | -21.0% | -19.3% |
| 1Y | -26.1% | +0.2% | -26.3% | -27.2% |
| 3Y | +36.4% | +42.6% | -6.2% | +10.9% |
| 5Y | +95.0% | +31.5% | +63.5% | +64.4% |
| All | +961.2% | +137.8% | +823.3% | +658.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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