+1,267.4%
ARES vs RCAT
-99.6%
+1,367.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +11.4% | -7.2% | +4.1% |
| 7D | +5.0% | +1.1% | +3.9% | +4.9% |
| 30D | +19.1% | -22.0% | +41.1% | +19.3% |
| 3M | +3.1% | -51.1% | +54.2% | +3.6% |
| 6M | +12.9% | -56.6% | +69.5% | +13.4% |
| YTD | -10.7% | -43.3% | +32.6% | -10.5% |
| 1Y | -5.5% | -51.5% | +46.0% | -5.3% |
| 3Y | +45.0% | +411.4% | -366.4% | +43.4% |
| 5Y | +87.4% | +74.4% | +13.0% | +85.5% |
| 10Y | +1,267.4% | -99.6% | +1,367.0% | +1,306.0% |
| All | +1,267.4% | -99.6% | +1,367.0% | +1,306.0% |
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 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