+1,121.7%
ARES vs ROP
+273.9%
+847.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +2.0% |
| 7D | +4.5% | +2.1% | +2.4% | +3.3% |
| 30D | +15.7% | +32.9% | -17.2% | -2.8% |
| 3M | -2.0% | +20.3% | -22.3% | -12.8% |
| 6M | +10.4% | +36.8% | -26.3% | -10.3% |
| YTD | -14.2% | +8.1% | -22.3% | -19.6% |
| 1Y | -7.8% | +8.3% | -16.0% | -13.7% |
| 3Y | +41.4% | -3.2% | +44.6% | +41.4% |
| 5Y | +83.7% | +1.7% | +82.0% | +77.2% |
| 10Y | +1,204.1% | +199.2% | +1,004.9% | +708.7% |
| All | +1,121.7% | +273.9% | +847.8% | +685.2% |
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