+1,101.7%
ARES vs RIO
+354.4%
+747.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +0.5% | -0.9% | +1.4% | +0.9% |
| 30D | +19.7% | -9.1% | +28.8% | +24.5% |
| 3M | -9.0% | -13.7% | +4.7% | -3.2% |
| 6M | +11.5% | -24.3% | +35.9% | +25.0% |
| YTD | -13.8% | +8.9% | -22.7% | -18.4% |
| 1Y | -5.6% | +22.7% | -28.3% | -15.2% |
| 3Y | +36.1% | +51.2% | -15.1% | +9.0% |
| 5Y | +82.7% | +88.1% | -5.4% | +28.1% |
| All | +1,101.7% | +354.4% | +747.3% | +481.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling