+66.4%
DOCN vs ARES
+191.8%
-125.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.3% | -13.6% | -14.2% |
| 7D | -29.3% | +4.9% | -34.2% | -32.1% |
| 30D | -46.0% | +13.6% | -59.6% | -51.4% |
| 3M | -43.2% | -3.3% | -39.9% | -42.9% |
| 6M | -53.7% | +11.0% | -64.7% | -59.1% |
| YTD | +46.9% | -14.4% | +61.3% | +54.5% |
| 1Y | +54.3% | -9.1% | +63.5% | +53.1% |
| 3Y | +185.5% | +37.1% | +148.4% | +80.1% |
| 5Y | -31.1% | +83.3% | -114.4% | -68.8% |
| All | +66.4% | +191.8% | -125.4% | -38.3% |
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