+244.8%
ORCL vs ARES
+1,191.6%
-946.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -11.2% | +4.5% | -15.7% | -12.9% |
| 30D | -18.8% | +15.7% | -34.6% | -23.5% |
| 3M | -18.8% | -2.0% | -16.8% | -18.6% |
| 6M | -39.7% | +10.4% | -50.1% | -42.2% |
| YTD | -39.6% | -14.2% | -25.4% | -37.3% |
| 1Y | -51.7% | -7.8% | -44.0% | -51.2% |
| 3Y | +10.2% | +41.4% | -31.2% | -3.7% |
| 5Y | +30.8% | +83.7% | -52.8% | +2.2% |
| All | +244.8% | +1,191.6% | -946.8% | +80.2% |
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