+93.5%
ARES vs RRX
+14.8%
+78.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.8% | -2.0% |
| 7D | -7.7% | -3.7% | -3.9% | -6.2% |
| 30D | -8.7% | -9.3% | +0.6% | -5.2% |
| 3M | +2.8% | -21.8% | +24.6% | +11.6% |
| 6M | +23.1% | -22.0% | +45.1% | +31.2% |
| YTD | -17.3% | +11.9% | -29.2% | -27.0% |
| 1Y | -24.3% | +11.6% | -35.9% | -33.7% |
| 3Y | +34.9% | +2.2% | +32.7% | +17.5% |
| 5Y | +93.5% | +14.9% | +78.6% | +55.1% |
| All | +93.5% | +14.8% | +78.7% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling