+117.6%
DT vs ARES
+502.3%
-384.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.1% |
| 7D | -3.3% | -1.7% | -1.6% | -2.4% |
| 30D | +2.0% | +0.3% | +1.8% | +1.9% |
| 3M | +20.0% | +8.5% | +11.5% | +13.6% |
| 6M | +39.3% | +23.5% | +15.8% | +21.6% |
| YTD | +19.8% | -11.2% | +31.0% | +23.6% |
| 1Y | +4.3% | -19.3% | +23.6% | +12.1% |
| 3Y | +7.7% | +48.7% | -41.0% | -24.0% |
| 5Y | -26.8% | +106.5% | -133.4% | -59.0% |
| All | +117.6% | +502.3% | -384.7% | -39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling