-19.3%
ARES vs RCAT
-2.3%
-17.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.8% |
| 7D | -1.7% | -1.4% | -0.3% | -1.5% |
| 30D | +0.3% | -3.3% | +3.6% | +0.4% |
| 3M | +8.5% | -43.2% | +51.7% | +13.6% |
| 6M | +23.5% | -43.2% | +66.7% | +27.3% |
| YTD | -11.2% | +5.5% | -16.8% | -15.8% |
| 1Y | -19.3% | -1.6% | -17.6% | -25.0% |
| All | -19.3% | -2.3% | -17.0% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 1y: compounded portfolio wealth divided by compounded RCAT 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…
1y analysis · Full analysis span regression · 6 months rolling