+2.8%
DVN vs ARES
+1,196.0%
-1,193.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.1% |
| 7D | +1.5% | -1.7% | +3.2% | +2.2% |
| 30D | +14.2% | +0.3% | +13.9% | +13.6% |
| 3M | +5.2% | +8.5% | -3.2% | +0.1% |
| 6M | +11.9% | +23.5% | -11.6% | -1.5% |
| YTD | +32.8% | -11.2% | +44.1% | +33.7% |
| 1Y | +38.6% | -19.3% | +57.9% | +44.3% |
| 3Y | +0.5% | +48.7% | -48.1% | -24.7% |
| 5Y | +111.0% | +106.5% | +4.5% | +28.7% |
| 10Y | +56.1% | +1,055.3% | -999.2% | -53.6% |
| All | +2.8% | +1,196.0% | -1,193.2% | -73.0% |
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