+1,121.7%
ARES vs RRC
-41.2%
+1,163.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.6% |
| 7D | +4.5% | -10.8% | +15.4% | +6.1% |
| 30D | +15.7% | +22.3% | -6.6% | +12.2% |
| 3M | -2.0% | +26.6% | -28.6% | -5.5% |
| 6M | +10.4% | +18.9% | -8.5% | +7.2% |
| YTD | -14.2% | +39.2% | -53.4% | -18.9% |
| 1Y | -7.8% | +34.0% | -41.7% | -12.4% |
| 3Y | +41.4% | +42.0% | -0.6% | +32.6% |
| 5Y | +83.7% | +111.9% | -28.2% | +60.9% |
| 10Y | +1,204.1% | +62.8% | +1,141.3% | +881.1% |
| All | +1,121.7% | -41.2% | +1,163.0% | +812.4% |
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