+45.4%
ORCL vs ARES
+81.3%
-35.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | +0.5% |
| 7D | +10.4% | -0.3% | +10.7% | +10.5% |
| 30D | -11.2% | +15.3% | -26.5% | -17.2% |
| 3M | -16.8% | -5.4% | -11.4% | -15.2% |
| 6M | -31.5% | +10.0% | -41.5% | -34.8% |
| YTD | -33.9% | -14.7% | -19.2% | -30.7% |
| 1Y | -43.3% | -9.7% | -33.6% | -42.0% |
| 3Y | +16.5% | +35.8% | -19.4% | +1.0% |
| 5Y | +45.4% | +80.9% | -35.5% | +6.3% |
| All | +45.4% | +81.3% | -35.9% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling