+41.4%
ARES vs RRC
+36.3%
+5.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.9% |
| 7D | +4.5% | -10.8% | +15.4% | +7.2% |
| 30D | +15.7% | +22.3% | -6.6% | +9.1% |
| 3M | -2.0% | +26.6% | -28.6% | -8.7% |
| 6M | +10.4% | +18.9% | -8.5% | +4.3% |
| YTD | -14.2% | +39.2% | -53.4% | -24.0% |
| 1Y | -7.8% | +34.0% | -41.7% | -17.4% |
| 3Y | +41.4% | +42.0% | -0.6% | +21.2% |
| All | +41.4% | +36.3% | +5.1% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 3y: compounded portfolio wealth divided by compounded RRC 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…
3y analysis · Full analysis span regression · 6 months rolling