+1,127.5%
ARES vs RRX
+187.3%
+940.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.9% |
| 7D | +0.5% | +4.3% | -3.9% | -1.3% |
| 30D | +19.7% | +12.3% | +7.3% | +12.5% |
| 3M | -9.0% | +3.7% | -12.6% | -11.7% |
| 6M | +11.5% | -13.9% | +25.5% | +14.7% |
| YTD | -13.8% | +26.5% | -40.3% | -28.3% |
| 1Y | -5.6% | +29.3% | -34.9% | -22.5% |
| 3Y | +36.1% | +65.6% | -29.4% | -5.5% |
| 5Y | +82.7% | +10.6% | +72.0% | +48.6% |
| 10Y | +1,101.7% | +202.9% | +898.8% | +484.8% |
| All | +1,127.5% | +187.3% | +940.2% | +490.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling