+171.8%
DLR vs ARES
+971.5%
-799.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.2% |
| 7D | -1.3% | -7.7% | +6.4% | +1.0% |
| 30D | -2.9% | -8.7% | +5.9% | -0.4% |
| 3M | +3.2% | +2.8% | +0.4% | +1.8% |
| 6M | +3.9% | +23.1% | -19.2% | -3.4% |
| YTD | +21.4% | -17.3% | +38.7% | +25.7% |
| 1Y | +9.7% | -24.3% | +34.0% | +16.1% |
| 3Y | +56.5% | +34.9% | +21.6% | +35.7% |
| 5Y | +41.5% | +93.5% | -52.0% | +7.5% |
| All | +171.8% | +971.5% | -799.8% | +48.9% |
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 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