+247.6%
ORCL vs ARES
+1,202.8%
-955.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -6.5% | +8.1% | -14.6% | -8.9% |
| 30D | -16.6% | +18.9% | -35.5% | -21.6% |
| 3M | -21.6% | +2.3% | -23.9% | -22.5% |
| 6M | -39.4% | +12.7% | -52.1% | -42.0% |
| YTD | -38.7% | -10.8% | -27.9% | -37.3% |
| 1Y | -50.4% | -5.3% | -45.0% | -50.2% |
| 3Y | +8.1% | +42.0% | -34.0% | -3.9% |
| 5Y | +34.5% | +88.3% | -53.7% | +8.0% |
| 10Y | +246.0% | +1,148.2% | -902.2% | +91.7% |
| All | +247.6% | +1,202.8% | -955.1% | +86.3% |
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 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