+1,150.8%
ARES vs RRX
+166.0%
+984.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -0.3% | +4.3% | -4.6% | -2.1% |
| 30D | +1.3% | -8.0% | +9.3% | +4.7% |
| 3M | +10.4% | -22.0% | +32.4% | +20.4% |
| 6M | +29.0% | -11.9% | +40.9% | +30.6% |
| YTD | -12.2% | +17.1% | -29.3% | -23.5% |
| 1Y | -18.4% | +14.9% | -33.3% | -28.8% |
| 3Y | +43.2% | +6.9% | +36.3% | +22.4% |
| 5Y | +102.6% | +19.6% | +83.0% | +60.4% |
| 10Y | +1,029.6% | +215.9% | +813.7% | +456.2% |
| All | +1,150.8% | +166.0% | +984.8% | +529.9% |
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