+85.5%
DT vs ARES
+498.9%
-413.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.3% |
| 7D | -5.4% | +0.8% | -6.2% | -5.8% |
| 30D | -32.2% | +16.7% | -48.9% | -37.5% |
| 3M | -10.9% | -2.6% | -8.3% | -10.2% |
| 6M | +10.0% | +13.0% | -3.0% | +1.1% |
| YTD | +2.1% | -11.7% | +13.8% | +5.1% |
| 1Y | -5.5% | -6.7% | +1.2% | -6.1% |
| 3Y | -12.4% | +40.5% | -52.9% | -36.2% |
| 5Y | -39.7% | +88.2% | -127.9% | -64.7% |
| All | +85.5% | +498.9% | -413.4% | -48.5% |
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