-4.5%
DASH vs ARES
+249.0%
-253.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | -2.0% |
| 7D | -4.8% | +5.0% | -9.8% | -7.5% |
| 30D | -7.9% | +19.1% | -27.0% | -17.4% |
| 3M | -16.3% | +3.1% | -19.4% | -18.1% |
| 6M | +10.4% | +12.9% | -2.5% | +0.3% |
| YTD | -20.1% | -10.7% | -9.4% | -17.4% |
| 1Y | -11.4% | -5.5% | -5.9% | -12.6% |
| 3Y | +114.1% | +45.0% | +69.1% | +33.5% |
| 5Y | -5.8% | +87.4% | -93.1% | -57.4% |
| All | -4.5% | +249.0% | -253.5% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 10y: compounded portfolio wealth divided by compounded ARES 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…
10y analysis · Full analysis span regression · 6 months rolling