+1,164.6%
ARES vs RNG
+359.4%
+805.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.2% |
| 7D | -1.7% | +5.8% | -7.4% | -2.7% |
| 30D | +0.3% | +19.6% | -19.3% | -3.1% |
| 3M | +8.5% | +67.0% | -58.5% | -2.5% |
| 6M | +23.5% | +88.4% | -64.9% | +7.6% |
| YTD | -11.2% | +155.5% | -166.7% | -28.2% |
| 1Y | -19.3% | +141.7% | -161.0% | -34.2% |
| 3Y | +48.7% | +131.1% | -82.4% | +17.8% |
| 5Y | +106.5% | -70.6% | +177.1% | +113.3% |
| 10Y | +1,055.3% | +228.2% | +827.1% | +758.7% |
| All | +1,164.6% | +359.4% | +805.2% | +829.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling