-16.8%
OTIS vs ARES
+97.0%
-113.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.4% |
| 7D | -2.2% | -2.7% | +0.5% | -1.6% |
| 30D | -4.3% | -2.4% | -1.9% | -3.9% |
| 3M | -2.2% | +3.9% | -6.1% | -3.4% |
| 6M | -19.9% | +26.4% | -46.3% | -24.9% |
| YTD | -19.3% | -14.9% | -4.4% | -17.4% |
| 1Y | -19.6% | -20.4% | +0.9% | -16.5% |
| 3Y | -11.5% | +38.8% | -50.3% | -26.2% |
| 5Y | -16.8% | +97.0% | -113.7% | -41.9% |
| All | -16.8% | +97.0% | -113.8% | -41.9% |
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