+12.3%
RDW vs ARES
+25.0%
-12.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.9% |
| 7D | +0.9% | -6.1% | +6.9% | +5.4% |
| 30D | -21.3% | -7.5% | -13.8% | -17.2% |
| 3M | -37.9% | +0.1% | -38.0% | -38.6% |
| 6M | +12.3% | +30.3% | -18.0% | -1.2% |
| All | +12.3% | +25.0% | -12.8% | -1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling