+1,164.6%
ARES vs RCAT
-99.9%
+1,264.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -1.0% |
| 7D | -1.7% | -1.4% | -0.3% | -1.7% |
| 30D | +0.3% | -3.3% | +3.6% | +0.3% |
| 3M | +8.5% | -43.2% | +51.7% | +8.8% |
| 6M | +23.5% | -43.2% | +66.7% | +23.7% |
| YTD | -11.2% | +5.5% | -16.8% | -11.4% |
| 1Y | -19.3% | -1.6% | -17.6% | -19.5% |
| 3Y | +48.7% | +773.7% | -725.0% | +46.9% |
| 5Y | +106.5% | +187.6% | -81.1% | +104.3% |
| 10Y | +1,055.3% | -98.5% | +1,153.8% | +1,077.9% |
| All | +1,164.6% | -99.9% | +1,264.6% | +1,187.4% |
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 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