+953.0%
ARES vs RIO
+604.6%
+348.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.2% | +1.4% | -1.0% |
| 7D | -7.7% | -3.4% | -4.3% | -6.4% |
| 30D | -8.7% | +0.6% | -9.3% | -9.1% |
| 3M | +2.8% | +2.5% | +0.3% | +1.3% |
| 6M | +23.1% | +10.8% | +12.3% | +16.6% |
| YTD | -17.3% | +30.5% | -47.7% | -27.2% |
| 1Y | -24.3% | +68.1% | -92.4% | -40.6% |
| 3Y | +34.9% | +94.0% | -59.1% | -2.6% |
| 5Y | +93.5% | +92.0% | +1.5% | +36.2% |
| All | +953.0% | +604.6% | +348.4% | +372.4% |
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