+1,029.6%
ARES vs RCAT
-98.4%
+1,128.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -1.1% |
| 7D | -0.3% | +5.4% | -5.7% | -0.4% |
| 30D | +1.3% | -5.6% | +6.9% | +1.3% |
| 3M | +10.4% | -30.2% | +40.6% | +10.6% |
| 6M | +29.0% | -43.4% | +72.4% | +29.3% |
| YTD | -12.2% | +9.6% | -21.8% | -12.4% |
| 1Y | -18.4% | -2.0% | -16.5% | -18.7% |
| 3Y | +43.2% | +825.0% | -781.8% | +41.0% |
| 5Y | +102.6% | +199.8% | -97.2% | +99.8% |
| 10Y | +1,029.6% | -98.4% | +1,128.0% | +1,046.7% |
| All | +1,029.6% | -98.4% | +1,128.0% | +1,046.7% |
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