+366.1%
ORCL vs ARES
+1,196.0%
-829.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.0% | +3.4% |
| 7D | +5.3% | -1.7% | +6.9% | +5.9% |
| 30D | +10.0% | +0.3% | +9.7% | +9.8% |
| 3M | -32.6% | +8.5% | -41.1% | -34.5% |
| 6M | +4.9% | +23.5% | -18.5% | -2.5% |
| YTD | -17.8% | -11.2% | -6.5% | -15.5% |
| 1Y | -28.0% | -19.3% | -8.7% | -24.1% |
| 3Y | +36.0% | +48.7% | -12.6% | +19.8% |
| 5Y | +88.7% | +106.5% | -17.8% | +48.7% |
| 10Y | +346.9% | +1,055.3% | -708.4% | +150.3% |
| All | +366.1% | +1,196.0% | -829.8% | +151.2% |
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 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