+84.2%
DOCN vs ARES
+204.6%
-120.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.2% | +3.9% | +4.9% |
| 7D | -12.8% | +5.0% | -17.8% | -16.1% |
| 30D | -41.9% | +19.1% | -61.0% | -49.5% |
| 3M | -36.9% | +3.1% | -40.0% | -39.5% |
| 6M | -52.2% | +12.9% | -65.1% | -58.3% |
| YTD | +62.7% | -10.7% | +73.4% | +66.0% |
| 1Y | +58.2% | -5.5% | +63.8% | +52.9% |
| 3Y | +219.5% | +45.0% | +174.5% | +92.9% |
| 5Y | -32.9% | +87.4% | -120.3% | -70.2% |
| All | +84.2% | +204.6% | -120.3% | -33.7% |
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