+431.4%
DLR vs ARES
+1,188.6%
-757.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | -2.0% | +0.8% | -2.8% | -2.2% |
| 30D | +0.5% | +16.7% | -16.2% | -3.5% |
| 3M | -4.4% | -2.6% | -1.8% | -4.1% |
| 6M | -6.4% | +13.0% | -19.4% | -10.0% |
| YTD | +19.5% | -11.7% | +31.2% | +21.0% |
| 1Y | +10.5% | -6.7% | +17.2% | +10.1% |
| 3Y | +54.0% | +40.5% | +13.5% | +35.1% |
| 5Y | +39.7% | +88.2% | -48.5% | +11.3% |
| 10Y | +189.5% | +1,131.0% | -941.4% | +71.4% |
| All | +431.4% | +1,188.6% | -757.2% | +214.0% |
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