-5.1%
DASH vs ARES
+234.4%
-239.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.3% | -7.1% | -7.9% |
| 7D | +0.5% | +4.9% | -4.4% | -2.2% |
| 30D | -7.1% | +13.6% | -20.6% | -14.0% |
| 3M | -13.2% | -3.3% | -9.9% | -11.4% |
| 6M | +8.3% | +11.0% | -2.7% | -0.6% |
| YTD | -20.6% | -14.4% | -6.2% | -15.5% |
| 1Y | -24.4% | -9.1% | -15.3% | -23.3% |
| 3Y | +94.5% | +37.1% | +57.4% | +26.3% |
| 5Y | -9.4% | +83.3% | -92.8% | -58.3% |
| All | -5.1% | +234.4% | -239.4% | -64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling