+1,172.8%
ARES vs RL
+227.2%
+945.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.8% | -1.7% | +2.1% |
| 7D | +5.0% | +0.2% | +4.7% | +4.9% |
| 30D | +19.1% | +7.3% | +11.7% | +16.1% |
| 3M | +3.1% | +1.0% | +2.0% | +2.4% |
| 6M | +12.9% | +11.8% | +1.1% | +7.4% |
| YTD | -10.7% | +13.6% | -24.3% | -15.6% |
| 1Y | -5.5% | +24.0% | -29.6% | -13.6% |
| 3Y | +45.0% | +256.6% | -211.6% | -7.7% |
| 5Y | +87.4% | +240.2% | -152.8% | +18.7% |
| 10Y | +1,267.4% | +373.0% | +894.5% | +651.3% |
| All | +1,172.8% | +227.2% | +945.6% | +597.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling