+953.0%
ARES vs RNG
+223.4%
+729.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.6% |
| 7D | -7.7% | -9.6% | +1.9% | -5.8% |
| 30D | -8.7% | +8.8% | -17.5% | -10.3% |
| 3M | +2.8% | +78.6% | -75.8% | -9.6% |
| 6M | +23.1% | +70.3% | -47.2% | +8.2% |
| YTD | -17.3% | +140.3% | -157.6% | -33.6% |
| 1Y | -24.3% | +126.6% | -150.9% | -38.6% |
| 3Y | +34.9% | +120.2% | -85.3% | +5.6% |
| 5Y | +93.5% | -68.3% | +161.8% | +101.4% |
| All | +953.0% | +223.4% | +729.6% | +611.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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