+112.2%
DT vs ARES
+477.5%
-365.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +2.2% |
| 7D | -0.5% | -2.7% | +2.1% | +0.9% |
| 30D | +0.1% | -2.4% | +2.4% | +1.2% |
| 3M | +24.1% | +3.9% | +20.2% | +20.2% |
| 6M | +30.1% | +26.4% | +3.7% | +12.1% |
| YTD | +16.8% | -14.9% | +31.6% | +23.1% |
| 1Y | -0.1% | -20.4% | +20.3% | +8.0% |
| 3Y | +6.8% | +38.8% | -31.9% | -21.6% |
| 5Y | -28.4% | +97.0% | -125.3% | -58.9% |
| All | +112.2% | +477.5% | -365.3% | -39.6% |
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