+851.5%
DE vs ARES
+979.8%
-128.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -2.6% | -6.1% | +3.5% | -0.7% |
| 30D | +9.0% | -7.5% | +16.6% | +11.4% |
| 3M | +19.1% | +0.1% | +19.0% | +18.2% |
| 6M | +14.4% | +30.3% | -15.9% | +3.2% |
| YTD | +45.9% | -16.6% | +62.6% | +50.8% |
| 1Y | +43.6% | -26.1% | +69.7% | +53.7% |
| 3Y | +75.9% | +36.4% | +39.5% | +45.9% |
| 5Y | +98.8% | +95.0% | +3.8% | +38.8% |
| All | +851.5% | +979.8% | -128.3% | +308.9% |
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