+961.2%
ARES vs DVA
+187.8%
+773.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -6.1% | -1.3% | -4.7% | -5.8% |
| 30D | -7.5% | 0.0% | -7.6% | -7.6% |
| 3M | +0.1% | -10.9% | +11.0% | +1.8% |
| 6M | +30.3% | +17.3% | +13.0% | +24.2% |
| YTD | -16.6% | +59.8% | -76.4% | -27.2% |
| 1Y | -26.1% | +36.3% | -62.4% | -32.8% |
| 3Y | +36.4% | +88.6% | -52.2% | +10.4% |
| 5Y | +95.0% | +47.5% | +47.4% | +64.5% |
| All | +961.2% | +187.8% | +773.3% | +584.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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