+332.8%
ARES vs RPRX
+66.6%
+266.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -1.7% | +5.1% | -6.8% | -2.9% |
| 30D | +0.3% | +11.2% | -10.9% | -2.5% |
| 3M | +8.5% | +16.7% | -8.2% | +3.9% |
| 6M | +23.5% | +36.0% | -12.5% | +13.3% |
| YTD | -11.2% | +67.8% | -79.0% | -23.4% |
| 1Y | -19.3% | +76.7% | -96.0% | -31.6% |
| 3Y | +48.7% | +128.1% | -79.5% | +15.2% |
| 5Y | +106.5% | +82.9% | +23.7% | +75.4% |
| All | +332.8% | +66.6% | +266.2% | +265.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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