-21.7%
ONON vs ARES
+96.6%
-118.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.6% |
| 7D | -2.1% | -6.1% | +4.0% | +1.8% |
| 30D | -11.6% | -7.5% | -4.1% | -7.4% |
| 3M | -30.1% | +0.1% | -30.2% | -31.6% |
| 6M | -30.5% | +30.3% | -60.8% | -44.1% |
| YTD | -41.0% | -16.6% | -24.4% | -36.6% |
| 1Y | -36.7% | -26.1% | -10.6% | -26.5% |
| 3Y | -8.6% | +36.4% | -45.0% | -41.3% |
| All | -21.7% | +96.6% | -118.3% | -63.7% |
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