+181.2%
DLR vs ARES
+1,112.4%
-931.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.2% |
| 7D | +3.3% | +0.5% | +2.9% | +3.1% |
| 30D | +4.6% | +19.7% | -15.1% | -1.0% |
| 3M | -8.3% | -9.0% | +0.7% | -6.1% |
| 6M | -5.6% | +11.5% | -17.2% | -9.6% |
| YTD | +18.7% | -13.8% | +32.6% | +21.3% |
| 1Y | +17.1% | -5.6% | +22.7% | +16.0% |
| 3Y | +54.4% | +36.1% | +18.2% | +32.3% |
| 5Y | +36.5% | +82.7% | -46.2% | +3.7% |
| All | +181.2% | +1,112.4% | -931.3% | +41.2% |
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