+177.6%
DUK vs ARES
+1,181.8%
-1,004.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | +0.7% | -0.3% | +1.0% | +0.7% |
| 30D | -2.0% | +1.3% | -3.3% | -2.2% |
| 3M | +0.2% | +10.4% | -10.2% | -1.0% |
| 6M | -6.9% | +29.0% | -35.9% | -9.8% |
| YTD | +6.1% | -12.2% | +18.3% | +6.9% |
| 1Y | +4.4% | -18.4% | +22.9% | +5.9% |
| 3Y | +49.1% | +43.2% | +5.9% | +36.7% |
| 5Y | +39.6% | +102.6% | -63.0% | +18.8% |
| 10Y | +125.1% | +1,029.6% | -904.5% | +61.5% |
| All | +177.6% | +1,181.8% | -1,004.2% | +103.6% |
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 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