+97.7%
DOCN vs ARES
+198.6%
-100.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +6.1% | -13.3% | -11.6% |
| 7D | -20.0% | +10.5% | -30.6% | -26.4% |
| 30D | -38.8% | +16.8% | -55.6% | -46.2% |
| 3M | -34.8% | -3.2% | -31.6% | -34.6% |
| 6M | -22.8% | +16.4% | -39.2% | -34.0% |
| YTD | +74.6% | -12.4% | +87.0% | +80.0% |
| 1Y | +116.4% | -6.9% | +123.3% | +110.3% |
| 3Y | +239.3% | +40.3% | +199.0% | +109.9% |
| 5Y | -20.2% | +86.2% | -106.4% | -64.5% |
| All | +97.7% | +198.6% | -100.9% | -28.1% |
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