+428.4%
DLR vs ARES
+1,204.3%
-776.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.2% | -0.8% | +2.3% |
| 7D | +2.4% | +5.0% | -2.6% | +1.1% |
| 30D | +0.7% | +19.1% | -18.3% | -3.8% |
| 3M | -6.4% | +3.1% | -9.5% | -7.5% |
| 6M | -6.5% | +12.9% | -19.4% | -10.1% |
| YTD | +18.8% | -10.7% | +29.4% | +19.9% |
| 1Y | +9.0% | -5.5% | +14.6% | +8.3% |
| 3Y | +54.5% | +45.0% | +9.5% | +34.4% |
| 5Y | +35.8% | +87.4% | -51.6% | +8.3% |
| 10Y | +177.5% | +1,267.4% | -1,090.0% | +63.2% |
| All | +428.4% | +1,204.3% | -776.0% | +211.2% |
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 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