+1,171.2%
ARES vs RIO
+276.9%
+894.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.6% |
| 7D | +8.1% | +3.6% | +4.6% | +6.9% |
| 30D | +18.9% | -10.8% | +29.7% | +23.6% |
| 3M | +2.3% | -15.2% | +17.6% | +8.1% |
| 6M | +12.7% | -18.0% | +30.7% | +20.1% |
| YTD | -10.8% | +11.0% | -21.7% | -14.9% |
| 1Y | -5.3% | +26.4% | -31.7% | -13.8% |
| 3Y | +42.0% | +54.4% | -12.3% | +18.9% |
| 5Y | +88.3% | +98.1% | -9.8% | +41.9% |
| 10Y | +1,148.2% | +358.5% | +789.7% | +640.8% |
| All | +1,171.2% | +276.9% | +894.3% | +622.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling