+1,164.6%
ARES vs DVA
+168.6%
+996.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | -1.7% | +1.8% | -3.5% | -2.1% |
| 30D | +0.3% | -2.5% | +2.8% | +0.7% |
| 3M | +8.5% | -4.3% | +12.7% | +8.8% |
| 6M | +23.5% | +18.9% | +4.6% | +17.1% |
| YTD | -11.2% | +61.9% | -73.2% | -23.1% |
| 1Y | -19.3% | +35.7% | -55.0% | -26.8% |
| 3Y | +48.7% | +78.6% | -30.0% | +21.3% |
| 5Y | +106.5% | +39.2% | +67.3% | +76.7% |
| 10Y | +1,055.3% | +184.0% | +871.3% | +643.8% |
| All | +1,164.6% | +168.6% | +996.0% | +799.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling