+331.9%
RCL vs ARES
+1,112.4%
-780.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.2% |
| 7D | -1.2% | +0.5% | -1.7% | -1.4% |
| 30D | +17.8% | +19.7% | -1.8% | +5.8% |
| 3M | +4.9% | -9.0% | +13.9% | +10.7% |
| 6M | +23.7% | +11.5% | +12.2% | +13.8% |
| YTD | +17.8% | -13.8% | +31.7% | +23.6% |
| 1Y | +28.9% | -5.6% | +34.5% | +26.8% |
| 3Y | +241.9% | +36.1% | +205.8% | +157.5% |
| 5Y | +295.4% | +82.7% | +212.7% | +140.2% |
| All | +331.9% | +1,112.4% | -780.5% | +28.9% |
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 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