+35.4%
ARES vs RRX
+1.6%
+33.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.8% | -2.1% |
| 7D | -7.7% | -3.7% | -3.9% | -6.5% |
| 30D | -8.7% | -9.3% | +0.6% | -5.9% |
| 3M | +2.8% | -21.8% | +24.6% | +10.0% |
| 6M | +23.1% | -22.0% | +45.1% | +29.8% |
| YTD | -17.3% | +11.9% | -29.2% | -25.5% |
| 1Y | -24.3% | +11.6% | -35.9% | -32.2% |
| All | +35.4% | +1.6% | +33.8% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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