+1,164.6%
ARES vs RRC
-49.5%
+1,214.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -1.7% | +1.3% | -3.0% | -1.9% |
| 30D | +0.3% | +10.1% | -9.8% | -1.1% |
| 3M | +8.5% | +4.0% | +4.5% | +7.7% |
| 6M | +23.5% | +1.6% | +21.9% | +22.7% |
| YTD | -11.2% | +19.7% | -30.9% | -13.9% |
| 1Y | -19.3% | +21.4% | -40.7% | -22.1% |
| 3Y | +48.7% | +29.7% | +19.0% | +41.7% |
| 5Y | +106.5% | +153.9% | -47.3% | +78.6% |
| 10Y | +1,055.3% | +10.8% | +1,044.5% | +802.3% |
| All | +1,164.6% | -49.5% | +1,214.1% | +867.9% |
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