-23.5%
RCL vs ARES
-20.5%
-2.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -0.9% |
| 7D | -2.2% | -2.7% | +0.5% | -1.4% |
| 30D | -15.7% | -2.4% | -13.3% | -15.1% |
| 3M | -8.0% | +3.9% | -11.9% | -9.1% |
| 6M | -10.1% | +26.4% | -36.5% | -16.5% |
| YTD | -5.9% | -14.9% | +9.0% | -3.3% |
| 1Y | -23.5% | -20.4% | -3.1% | -22.2% |
| All | -23.5% | -20.5% | -2.9% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling