+737.6%
ON vs ARES
+1,196.0%
-458.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.5% |
| 7D | +2.4% | -1.7% | +4.1% | +3.4% |
| 30D | -3.3% | +0.3% | -3.6% | -3.8% |
| 3M | -43.6% | +8.5% | -52.1% | -46.3% |
| 6M | +19.0% | +23.5% | -4.5% | +3.4% |
| YTD | +37.4% | -11.2% | +48.6% | +41.3% |
| 1Y | +54.8% | -19.3% | +74.1% | +66.5% |
| 3Y | -25.2% | +48.7% | -73.8% | -44.5% |
| 5Y | +62.7% | +106.5% | -43.8% | +0.4% |
| 10Y | +574.3% | +1,055.3% | -481.0% | +121.6% |
| All | +737.6% | +1,196.0% | -458.4% | +154.9% |
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