+48.4%
ARES vs OUST
+554.0%
-505.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -1.2% |
| 7D | -1.7% | +5.2% | -6.9% | -2.3% |
| 30D | +0.3% | -19.3% | +19.5% | +2.5% |
| 3M | +8.5% | -22.6% | +31.1% | +9.1% |
| 6M | +23.5% | +62.8% | -39.3% | +11.5% |
| YTD | -11.2% | +68.3% | -79.6% | -20.4% |
| 1Y | -19.3% | +28.5% | -47.8% | -26.3% |
| All | +48.4% | +554.0% | -505.6% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling