-100.0%
DFNS vs ARES
+318.9%
-418.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.2% | -7.2% | -2.9% |
| 7D | -42.8% | +5.0% | -47.8% | -42.7% |
| 30D | -67.6% | +19.1% | -86.6% | -67.4% |
| 3M | -94.9% | +3.1% | -97.9% | -94.9% |
| 6M | -96.7% | +12.9% | -109.6% | -96.7% |
| YTD | -99.6% | -10.7% | -89.0% | -99.6% |
| 1Y | -99.7% | -5.5% | -94.2% | -99.8% |
| 3Y | -100.0% | +45.0% | -145.0% | -100.0% |
| 5Y | -100.0% | +87.4% | -187.4% | -100.0% |
| All | -100.0% | +318.9% | -418.9% | -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