+287.0%
ARES vs OUST
-60.6%
+347.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +0.8% | +14.0% | -13.2% | -1.0% |
| 30D | +16.7% | +2.5% | +14.2% | +15.6% |
| 3M | -2.6% | -15.3% | +12.7% | -1.8% |
| 6M | +13.0% | +42.6% | -29.7% | +3.4% |
| YTD | -11.7% | +76.6% | -88.3% | -22.2% |
| 1Y | -6.7% | +54.1% | -60.7% | -16.6% |
| 3Y | +40.5% | +675.3% | -634.8% | -7.3% |
| 5Y | +88.2% | -45.1% | +133.3% | +52.9% |
| All | +287.0% | -60.6% | +347.6% | +222.7% |
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