+67.3%
DVN vs ARES
+979.8%
-912.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | +4.5% | -6.1% | +10.6% | +7.2% |
| 30D | +12.0% | -7.5% | +19.5% | +15.2% |
| 3M | +13.4% | +0.1% | +13.3% | +11.6% |
| 6M | +12.1% | +30.3% | -18.2% | -4.2% |
| YTD | +38.8% | -16.6% | +55.4% | +43.5% |
| 1Y | +46.0% | -26.1% | +72.1% | +58.5% |
| 3Y | +9.5% | +36.4% | -26.9% | -16.2% |
| 5Y | +125.3% | +95.0% | +30.3% | +36.2% |
| All | +67.3% | +979.8% | -912.6% | -47.7% |
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