+274.1%
ARES vs OUST
-62.3%
+336.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.2% | +0.9% | -2.8% |
| 7D | -0.3% | +19.9% | -20.2% | -2.6% |
| 30D | +15.3% | +3.6% | +11.7% | +14.1% |
| 3M | -5.4% | -20.6% | +15.3% | -3.8% |
| 6M | +10.0% | +35.1% | -25.0% | +1.4% |
| YTD | -14.7% | +69.1% | -83.8% | -24.4% |
| 1Y | -9.7% | +49.9% | -59.6% | -19.0% |
| 3Y | +35.8% | +642.4% | -606.6% | -9.9% |
| 5Y | +80.9% | -48.3% | +129.2% | +47.8% |
| All | +274.1% | -62.3% | +336.3% | +213.6% |
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