-100.0%
DFNS vs ARES
+300.1%
-400.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -3.3% | -16.0% | -19.4% |
| 7D | -12.7% | -0.3% | -12.3% | -12.7% |
| 30D | -65.2% | +15.3% | -80.5% | -65.1% |
| 3M | -94.6% | -5.4% | -89.2% | -94.6% |
| 6M | -96.2% | +10.0% | -106.3% | -96.2% |
| YTD | -99.6% | -14.7% | -84.9% | -99.6% |
| 1Y | -99.7% | -9.7% | -90.0% | -99.7% |
| 3Y | -100.0% | +35.8% | -135.8% | -100.0% |
| 5Y | -100.0% | +80.9% | -180.9% | -100.0% |
| All | -100.0% | +300.1% | -400.0% | -100.0% |
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