+236.0%
ARES vs ROIV
+270.3%
-34.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.2% | -6.0% | -0.7% |
| 7D | +4.5% | +5.3% | -0.8% | +3.7% |
| 30D | +15.7% | +11.9% | +3.9% | +13.8% |
| 3M | -2.0% | +10.7% | -12.7% | -4.0% |
| 6M | +10.4% | +34.9% | -24.5% | +4.5% |
| YTD | -14.2% | +79.2% | -93.4% | -22.5% |
| 1Y | -7.8% | +89.0% | -96.8% | -17.4% |
| 3Y | +41.4% | +337.3% | -296.0% | +11.4% |
| 5Y | +83.7% | +402.3% | -318.7% | +24.5% |
| All | +236.0% | +270.3% | -34.3% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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