+153.0%
DASH vs ARES
+48.6%
+104.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.7% | -4.2% |
| 7D | -10.6% | -1.7% | -8.9% | -10.0% |
| 30D | +2.2% | +0.3% | +1.9% | +1.9% |
| 3M | +32.3% | +8.5% | +23.8% | +27.0% |
| 6M | +19.1% | +23.5% | -4.4% | +7.5% |
| YTD | -6.5% | -11.2% | +4.7% | -3.8% |
| 1Y | -14.9% | -19.3% | +4.4% | -8.9% |
| All | +153.0% | +48.6% | +104.4% | +106.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling