+66.1%
OTIS vs ARES
+499.5%
-433.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.7% | -1.4% |
| 7D | -5.0% | -7.7% | +2.7% | -3.2% |
| 30D | -6.5% | -8.7% | +2.2% | -4.6% |
| 3M | -2.0% | +2.8% | -4.8% | -3.0% |
| 6M | -20.2% | +23.1% | -43.2% | -24.9% |
| YTD | -21.0% | -17.3% | -3.7% | -18.6% |
| 1Y | -20.9% | -24.3% | +3.4% | -16.9% |
| 3Y | -13.3% | +34.9% | -48.3% | -26.3% |
| 5Y | -18.5% | +93.5% | -112.0% | -40.4% |
| All | +66.1% | +499.5% | -433.4% | -15.5% |
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