+391.2%
DDOG vs ARES
+472.6%
-81.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.4% | +1.9% |
| 7D | +5.6% | -0.3% | +6.0% | +5.7% |
| 30D | -34.9% | +15.3% | -50.2% | -40.9% |
| 3M | -23.4% | -5.4% | -18.1% | -22.4% |
| 6M | -7.7% | +10.0% | -17.8% | -15.8% |
| YTD | +35.6% | -14.7% | +50.3% | +41.0% |
| 1Y | -3.4% | -9.7% | +6.3% | -3.6% |
| 3Y | +78.0% | +35.8% | +42.2% | +27.5% |
| 5Y | -4.4% | +80.9% | -85.3% | -44.4% |
| All | +391.2% | +472.6% | -81.4% | +87.7% |
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 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