-28.1%
DT vs ARES
+105.3%
-133.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.6% |
| 7D | -4.9% | -0.3% | -4.5% | -4.7% |
| 30D | +2.7% | +1.3% | +1.4% | +2.0% |
| 3M | +20.0% | +10.4% | +9.6% | +12.9% |
| 6M | +28.0% | +29.0% | -1.0% | +9.9% |
| YTD | +16.0% | -12.2% | +28.2% | +20.8% |
| 1Y | +0.7% | -18.4% | +19.2% | +8.0% |
| 3Y | +6.2% | +43.2% | -37.0% | -25.4% |
| 5Y | -28.1% | +102.6% | -130.7% | -62.2% |
| All | -28.1% | +105.3% | -133.4% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling