+274.5%
ORCL vs ARES
+1,145.6%
-871.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | +0.1% |
| 7D | +10.4% | -0.3% | +10.7% | +10.4% |
| 30D | -11.2% | +15.3% | -26.5% | -15.7% |
| 3M | -16.8% | -5.4% | -11.4% | -15.6% |
| 6M | -31.5% | +10.0% | -41.5% | -33.9% |
| YTD | -33.9% | -14.7% | -19.2% | -31.5% |
| 1Y | -43.3% | -9.7% | -33.6% | -42.2% |
| 3Y | +16.5% | +35.8% | -19.4% | +5.0% |
| 5Y | +45.4% | +80.9% | -35.5% | +18.3% |
| 10Y | +274.0% | +1,089.9% | -815.9% | +110.3% |
| All | +274.5% | +1,145.6% | -871.0% | +103.7% |
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 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