-19.3%
ARES vs RIO
+73.7%
-93.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -1.7% | 0.0% | -1.6% | -1.7% |
| 30D | +0.3% | +4.0% | -3.7% | -0.9% |
| 3M | +8.5% | +0.1% | +8.3% | +8.5% |
| 6M | +23.5% | +12.7% | +10.8% | +19.0% |
| YTD | -11.2% | +35.6% | -46.8% | -17.3% |
| 1Y | -19.3% | +73.7% | -93.0% | -25.9% |
| All | -19.3% | +73.7% | -93.0% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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