+7.4%
DASH vs ARES
+105.6%
-98.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.7% | -4.0% |
| 7D | -10.6% | -1.7% | -8.9% | -9.6% |
| 30D | +2.2% | +0.3% | +1.9% | +1.6% |
| 3M | +32.3% | +8.5% | +23.8% | +23.2% |
| 6M | +19.1% | +23.5% | -4.4% | +0.1% |
| YTD | -6.5% | -11.2% | +4.7% | -2.9% |
| 1Y | -14.9% | -19.3% | +4.4% | -6.5% |
| 3Y | +151.9% | +48.7% | +103.3% | +45.9% |
| All | +7.4% | +105.6% | -98.2% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling