+1,115.4%
ARES vs RIO
+271.3%
+844.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.6% |
| 7D | -0.3% | +0.1% | -0.5% | -0.3% |
| 30D | +15.3% | -10.5% | +25.8% | +19.7% |
| 3M | -5.4% | -15.9% | +10.5% | +0.3% |
| 6M | +10.0% | -22.3% | +32.3% | +19.5% |
| YTD | -14.7% | +9.3% | -24.0% | -18.2% |
| 1Y | -9.7% | +23.0% | -32.7% | -17.0% |
| 3Y | +35.8% | +52.1% | -16.2% | +14.3% |
| 5Y | +80.9% | +88.9% | -8.0% | +38.7% |
| 10Y | +1,089.9% | +354.1% | +735.8% | +609.4% |
| All | +1,115.4% | +271.3% | +844.2% | +594.2% |
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