+683.9%
ON vs ARES
+1,202.8%
-518.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -4.1% | +8.1% | -12.2% | -8.1% |
| 30D | -10.2% | +18.9% | -29.1% | -18.7% |
| 3M | -12.7% | +2.3% | -15.1% | -14.5% |
| 6M | -32.5% | +12.7% | -45.3% | -37.7% |
| YTD | +28.6% | -10.8% | +39.3% | +31.3% |
| 1Y | +43.4% | -5.3% | +48.7% | +41.0% |
| 3Y | +3.3% | +42.0% | -38.7% | -21.7% |
| 5Y | +22.5% | +88.3% | -65.8% | -21.3% |
| 10Y | +535.7% | +1,148.2% | -612.5% | +104.6% |
| All | +683.9% | +1,202.8% | -518.9% | +136.9% |
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