+70.5%
DOCN vs ARES
+192.3%
-121.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | -19.2% | +4.5% | -23.7% | -22.1% |
| 30D | -43.1% | +15.7% | -58.8% | -49.4% |
| 3M | -40.7% | -2.0% | -38.7% | -41.0% |
| 6M | -55.0% | +10.4% | -65.4% | -60.0% |
| YTD | +50.6% | -14.2% | +64.9% | +58.2% |
| 1Y | +54.0% | -7.8% | +61.7% | +50.8% |
| 3Y | +203.9% | +41.4% | +162.5% | +86.0% |
| 5Y | -29.4% | +83.7% | -113.0% | -68.1% |
| All | +70.5% | +192.3% | -121.8% | -36.9% |
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