+363.4%
ORCL vs ARES
+1,045.9%
-682.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.4% | +2.8% |
| 7D | +15.0% | -0.3% | +15.3% | +15.1% |
| 30D | +10.5% | +1.3% | +9.2% | +10.0% |
| 3M | -23.0% | +10.4% | -33.4% | -25.9% |
| 6M | +7.0% | +29.0% | -22.0% | -2.8% |
| YTD | -15.8% | -12.2% | -3.6% | -12.9% |
| 1Y | -31.1% | -18.4% | -12.6% | -27.2% |
| 3Y | +33.3% | +43.2% | -9.9% | +16.8% |
| 5Y | +94.3% | +102.6% | -8.3% | +49.0% |
| 10Y | +363.4% | +1,029.6% | -666.2% | +145.6% |
| All | +363.4% | +1,045.9% | -682.5% | +145.6% |
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