+1,157.4%
ARES vs RRC
-37.5%
+1,194.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.3% |
| 7D | +0.8% | -0.5% | +1.2% | +0.8% |
| 30D | +16.7% | +25.2% | -8.5% | +12.8% |
| 3M | -2.6% | +27.8% | -30.4% | -6.2% |
| 6M | +13.0% | +27.2% | -14.3% | +8.6% |
| YTD | -11.7% | +48.2% | -59.9% | -17.2% |
| 1Y | -6.7% | +34.7% | -41.4% | -11.4% |
| 3Y | +40.5% | +62.2% | -21.7% | +29.6% |
| 5Y | +88.2% | +130.9% | -42.7% | +63.2% |
| 10Y | +1,131.0% | +73.4% | +1,057.5% | +818.8% |
| All | +1,157.4% | -37.5% | +1,194.8% | +831.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling