+2.0%
RDW vs ARES
+236.6%
-234.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.9% |
| 7D | +0.9% | -6.1% | +6.9% | +5.8% |
| 30D | -21.3% | -7.5% | -13.8% | -16.8% |
| 3M | -37.9% | +0.1% | -38.0% | -39.1% |
| 6M | +12.3% | +30.3% | -18.0% | -9.9% |
| YTD | +39.7% | -16.6% | +56.4% | +59.4% |
| 1Y | +25.7% | -26.1% | +51.8% | +55.8% |
| 3Y | +230.8% | +36.4% | +194.4% | +171.0% |
| 5Y | -8.8% | +95.0% | -103.7% | -42.7% |
| All | +2.0% | +236.6% | -234.5% | -37.9% |
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