+93.5%
ARES vs RSG
+89.5%
+4.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.5% |
| 7D | -7.7% | -1.8% | -5.9% | -6.9% |
| 30D | -8.7% | +2.8% | -11.5% | -9.9% |
| 3M | +2.8% | +4.3% | -1.5% | +0.3% |
| 6M | +23.1% | -0.5% | +23.6% | +22.6% |
| YTD | -17.3% | +5.2% | -22.5% | -20.4% |
| 1Y | -24.3% | -2.1% | -22.2% | -24.1% |
| 3Y | +34.9% | +56.5% | -21.6% | -4.2% |
| 5Y | +93.5% | +89.5% | +4.0% | +14.8% |
| All | +93.5% | +89.5% | +4.0% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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