-20.4%
ARES vs RCAT
-7.9%
-12.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.5% | +3.4% | -2.4% |
| 7D | -2.7% | -2.3% | -0.4% | -2.5% |
| 30D | -2.4% | -18.7% | +16.3% | -0.6% |
| 3M | +3.9% | -29.3% | +33.2% | +6.5% |
| 6M | +26.4% | -42.3% | +68.7% | +30.1% |
| YTD | -14.9% | +2.5% | -17.4% | -19.1% |
| 1Y | -20.4% | -5.7% | -14.7% | -25.4% |
| All | -20.4% | -7.9% | -12.5% | -25.4% |
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