+806.7%
DE vs ARES
+1,157.9%
-351.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.0% |
| 7D | +0.3% | +0.5% | -0.2% | +0.1% |
| 30D | +3.6% | +19.7% | -16.1% | -1.5% |
| 3M | +10.2% | -9.0% | +19.2% | +12.7% |
| 6M | +16.6% | +11.5% | +5.0% | +11.9% |
| YTD | +45.8% | -13.8% | +59.6% | +48.4% |
| 1Y | +43.9% | -5.6% | +49.5% | +42.2% |
| 3Y | +89.6% | +36.1% | +53.5% | +62.6% |
| 5Y | +100.3% | +82.7% | +17.6% | +52.3% |
| 10Y | +760.8% | +1,101.7% | -340.9% | +345.4% |
| All | +806.7% | +1,157.9% | -351.2% | +361.6% |
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