+831.4%
DE vs ARES
+1,196.0%
-364.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.1% |
| 7D | +10.0% | -1.7% | +11.7% | +10.5% |
| 30D | +13.3% | +0.3% | +13.1% | +13.0% |
| 3M | +17.5% | +8.5% | +9.0% | +14.2% |
| 6M | +13.6% | +23.5% | -9.9% | +5.5% |
| YTD | +49.8% | -11.2% | +61.0% | +51.6% |
| 1Y | +47.9% | -19.3% | +67.2% | +53.0% |
| 3Y | +72.5% | +48.7% | +23.9% | +44.3% |
| 5Y | +90.2% | +106.5% | -16.3% | +39.7% |
| 10Y | +865.4% | +1,055.3% | -190.0% | +396.9% |
| All | +831.4% | +1,196.0% | -364.6% | +371.5% |
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