+448.9%
DLR vs ARES
+1,196.0%
-747.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +1.6% | -1.7% | +3.2% | +2.0% |
| 30D | -3.4% | +0.3% | -3.6% | -3.6% |
| 3M | +0.5% | +8.5% | -8.0% | -2.1% |
| 6M | +4.6% | +23.5% | -18.9% | -2.0% |
| YTD | +23.4% | -11.2% | +34.6% | +25.0% |
| 1Y | +19.0% | -19.3% | +38.3% | +23.1% |
| 3Y | +56.5% | +48.7% | +7.9% | +35.5% |
| 5Y | +33.3% | +106.5% | -73.2% | +4.3% |
| 10Y | +165.1% | +1,055.3% | -890.2% | +57.6% |
| All | +448.9% | +1,196.0% | -747.1% | +224.5% |
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