+1,101.7%
ARES vs RL
+337.1%
+764.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.1% | +1.4% |
| 7D | +0.5% | +2.6% | -2.1% | -0.5% |
| 30D | +19.7% | +2.9% | +16.7% | +18.2% |
| 3M | -9.0% | 0.0% | -9.0% | -9.2% |
| 6M | +11.5% | +17.1% | -5.6% | +3.7% |
| YTD | -13.8% | +10.1% | -24.0% | -18.1% |
| 1Y | -5.6% | +17.3% | -22.9% | -12.6% |
| 3Y | +36.1% | +249.3% | -213.2% | -17.4% |
| 5Y | +82.7% | +240.9% | -158.2% | +9.4% |
| All | +1,101.7% | +337.1% | +764.6% | +513.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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