+1,148.2%
ARES vs RCAT
-99.6%
+1,247.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.3% | -0.1% |
| 7D | +8.1% | -5.6% | +13.7% | +8.1% |
| 30D | +18.9% | -27.0% | +46.0% | +19.2% |
| 3M | +2.3% | -57.9% | +60.2% | +3.0% |
| 6M | +12.7% | -59.4% | +72.1% | +13.3% |
| YTD | -10.8% | -46.9% | +36.2% | -10.5% |
| 1Y | -5.3% | -54.0% | +48.7% | -5.0% |
| 3Y | +42.0% | +378.4% | -336.4% | +40.5% |
| 5Y | +88.3% | +61.9% | +26.4% | +86.5% |
| 10Y | +1,148.2% | -99.6% | +1,247.8% | +1,167.2% |
| All | +1,148.2% | -99.6% | +1,247.8% | +1,167.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling