+126.0%
DUK vs ARES
+979.8%
-853.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.1% |
| 7D | -0.7% | -6.1% | +5.4% | +0.1% |
| 30D | -2.4% | -7.5% | +5.1% | -1.6% |
| 3M | -3.0% | +0.1% | -3.1% | -3.3% |
| 6M | -6.6% | +30.3% | -36.8% | -10.3% |
| YTD | +4.6% | -16.6% | +21.2% | +6.1% |
| 1Y | +1.2% | -26.1% | +27.3% | +4.3% |
| 3Y | +45.7% | +36.4% | +9.2% | +31.4% |
| 5Y | +40.3% | +95.0% | -54.7% | +14.7% |
| All | +126.0% | +979.8% | -853.8% | +46.6% |
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