-99.9%
DFNS vs ARES
+316.2%
-416.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | -16.0% | -1.7% | -14.3% | -16.1% |
| 30D | -77.7% | +0.3% | -78.0% | -77.7% |
| 3M | -77.2% | +8.5% | -85.7% | -76.9% |
| 6M | -95.2% | +23.5% | -118.7% | -95.0% |
| YTD | -98.0% | -11.2% | -86.7% | -98.1% |
| 1Y | -98.3% | -19.3% | -79.0% | -98.5% |
| 3Y | -99.9% | +48.7% | -148.5% | -99.9% |
| 5Y | -99.9% | +106.5% | -206.4% | -99.9% |
| All | -99.9% | +316.2% | -416.1% | -99.9% |
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 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