+276.0%
ARES vs OUST
-64.1%
+340.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +14.0% | -13.8% | -1.5% |
| 7D | +4.5% | +17.0% | -12.4% | +2.3% |
| 30D | +15.7% | -16.5% | +32.2% | +17.6% |
| 3M | -2.0% | -23.7% | +21.7% | +0.1% |
| 6M | +10.4% | +18.4% | -8.0% | +3.2% |
| YTD | -14.2% | +60.8% | -75.0% | -23.5% |
| 1Y | -7.8% | +44.2% | -52.0% | -16.9% |
| 3Y | +41.4% | +668.1% | -626.7% | -6.9% |
| 5Y | +83.7% | -48.8% | +132.5% | +50.7% |
| All | +276.0% | -64.1% | +340.1% | +217.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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