+1,164.6%
ARES vs ROP
+218.7%
+945.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | +1.2% |
| 7D | -1.7% | -4.4% | +2.8% | +1.1% |
| 30D | +0.3% | +3.2% | -3.0% | -1.8% |
| 3M | +8.5% | +23.1% | -14.6% | -5.5% |
| 6M | +23.5% | +13.3% | +10.2% | +12.8% |
| YTD | -11.2% | -7.9% | -3.4% | -8.0% |
| 1Y | -19.3% | -22.1% | +2.8% | -7.3% |
| 3Y | +48.7% | -16.8% | +65.5% | +63.4% |
| 5Y | +106.5% | -13.5% | +120.1% | +120.6% |
| 10Y | +1,055.3% | +137.7% | +917.6% | +705.9% |
| All | +1,164.6% | +218.7% | +945.9% | +798.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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