-38.7%
DOCS vs ARES
+165.5%
-204.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -0.8% | +4.5% | -5.3% | -3.1% |
| 30D | +17.4% | +15.7% | +1.7% | +8.6% |
| 3M | +57.4% | -2.0% | +59.4% | +58.5% |
| 6M | +26.5% | +10.4% | +16.1% | +17.0% |
| YTD | -26.6% | -14.2% | -12.3% | -23.1% |
| 1Y | -48.1% | -7.8% | -40.3% | -48.4% |
| 3Y | +52.6% | +41.4% | +11.2% | +5.1% |
| 5Y | -52.1% | +83.7% | -135.8% | -74.3% |
| All | -38.7% | +165.5% | -204.2% | -70.6% |
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