+1,164.6%
ARES vs RIO
+360.4%
+804.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.2% |
| 3M | +8.5% | +0.1% | +8.3% | +8.1% |
| 6M | +23.5% | +12.7% | +10.8% | +17.5% |
| YTD | -11.2% | +35.6% | -46.8% | -21.0% |
| 1Y | -19.3% | +73.7% | -93.0% | -34.3% |
| 3Y | +48.7% | +93.3% | -44.7% | +15.0% |
| 5Y | +106.5% | +92.4% | +14.1% | +56.7% |
| 10Y | +1,055.3% | +606.9% | +448.4% | +520.7% |
| All | +1,164.6% | +360.4% | +804.2% | +570.7% |
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