-42.2%
DT vs ARES
+90.6%
-132.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.2% | -3.0% | -0.8% |
| 7D | -20.2% | +5.0% | -25.2% | -22.0% |
| 30D | -30.8% | +19.1% | -49.8% | -36.5% |
| 3M | -10.2% | +3.1% | -13.3% | -12.0% |
| 6M | +8.0% | +12.9% | -4.8% | 0.0% |
| YTD | +1.5% | -10.7% | +12.1% | +4.3% |
| 1Y | -6.9% | -5.5% | -1.3% | -7.6% |
| 3Y | -10.9% | +45.0% | -55.9% | -37.5% |
| 5Y | -42.2% | +87.4% | -129.6% | -69.3% |
| All | -42.2% | +90.6% | -132.8% | -69.3% |
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