+546.8%
ON vs ARES
+1,100.6%
-553.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.5% | +2.1% |
| 7D | +17.0% | -0.3% | +17.3% | +17.3% |
| 30D | -3.9% | +15.3% | -19.1% | -12.3% |
| 3M | -11.5% | -5.4% | -6.1% | -9.4% |
| 6M | -29.2% | +10.0% | -39.2% | -34.4% |
| YTD | +36.2% | -14.7% | +50.8% | +42.9% |
| 1Y | +49.6% | -9.7% | +59.3% | +50.6% |
| 3Y | +9.4% | +35.8% | -26.4% | -19.0% |
| 5Y | +25.8% | +80.9% | -55.1% | -23.7% |
| All | +546.8% | +1,100.6% | -553.8% | +97.0% |
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 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