+275.3%
ARES vs OUST
-68.5%
+343.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.0% | +6.7% | -1.2% |
| 7D | +4.9% | -5.0% | +9.9% | +5.4% |
| 30D | +13.6% | -32.0% | +45.6% | +18.4% |
| 3M | -3.3% | -32.4% | +29.0% | +0.3% |
| 6M | +11.0% | +6.7% | +4.3% | +5.2% |
| YTD | -14.4% | +41.0% | -55.4% | -22.3% |
| 1Y | -9.1% | +18.0% | -27.1% | -16.1% |
| 3Y | +37.1% | +560.6% | -523.5% | -7.9% |
| 5Y | +83.3% | -55.1% | +138.4% | +53.0% |
| All | +275.3% | -68.5% | +343.8% | +222.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling