+97.0%
ARES vs DVA
+41.6%
+55.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.2% |
| 7D | -2.7% | +2.0% | -4.7% | -2.9% |
| 30D | -2.4% | -0.4% | -2.0% | -2.4% |
| 3M | +3.9% | -7.7% | +11.6% | +4.4% |
| 6M | +26.4% | +20.0% | +6.4% | +23.3% |
| YTD | -14.9% | +61.1% | -76.0% | -20.8% |
| 1Y | -20.4% | +33.9% | -54.3% | -23.5% |
| 3Y | +38.8% | +91.5% | -52.7% | +24.3% |
| 5Y | +97.0% | +41.8% | +55.2% | +88.1% |
| All | +97.0% | +41.6% | +55.3% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling