+202.2%
ARES vs OSCR
-9.5%
+211.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.4% | -3.1% |
| 7D | -7.7% | +1.1% | -8.7% | -7.8% |
| 30D | -8.7% | +16.5% | -25.2% | -10.6% |
| 3M | +2.8% | +17.0% | -14.2% | +0.2% |
| 6M | +23.1% | +145.0% | -121.9% | +8.0% |
| YTD | -17.3% | +126.7% | -144.0% | -26.7% |
| 1Y | -24.3% | +67.2% | -91.5% | -31.2% |
| 3Y | +34.9% | +405.1% | -370.2% | -1.8% |
| 5Y | +93.5% | +86.2% | +7.3% | +40.6% |
| All | +202.2% | -9.5% | +211.7% | +141.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling