+1,121.7%
ARES vs RCAT
-100.0%
+1,221.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +18.6% | -18.5% | +0.1% |
| 7D | +4.5% | -12.7% | +17.3% | +4.6% |
| 30D | +15.7% | -34.3% | +50.1% | +16.0% |
| 3M | -2.0% | -53.4% | +51.4% | -1.6% |
| 6M | +10.4% | -62.0% | +72.4% | +10.9% |
| YTD | -14.2% | -49.1% | +34.8% | -14.0% |
| 1Y | -7.8% | -53.1% | +45.4% | -7.5% |
| 3Y | +41.4% | +318.7% | -277.3% | +40.3% |
| 5Y | +83.7% | +48.5% | +35.1% | +82.4% |
| 10Y | +1,204.1% | -99.6% | +1,303.7% | +1,233.3% |
| All | +1,121.7% | -100.0% | +1,221.7% | +1,148.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling