+95.5%
ARES vs OSCR
+96.8%
-1.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -6.1% | +1.6% | -7.7% | -6.3% |
| 30D | -7.5% | +10.7% | -18.2% | -8.9% |
| 3M | +0.1% | +13.4% | -13.2% | -2.2% |
| 6M | +30.3% | +144.6% | -114.3% | +13.6% |
| YTD | -16.6% | +128.0% | -144.7% | -26.7% |
| 1Y | -26.1% | +68.7% | -94.8% | -33.3% |
| 3Y | +36.4% | +398.8% | -362.4% | -2.9% |
| All | +95.5% | +96.8% | -1.3% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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