+4.4%
RDW vs ARES
+234.0%
-229.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.4% | +3.8% |
| 7D | +4.8% | -7.7% | +12.5% | +11.4% |
| 30D | -19.5% | -8.7% | -10.8% | -14.1% |
| 3M | -26.9% | +2.8% | -29.7% | -29.7% |
| 6M | +17.8% | +23.1% | -5.3% | -1.4% |
| YTD | +43.0% | -17.3% | +60.3% | +64.2% |
| 1Y | +32.1% | -24.3% | +56.4% | +60.5% |
| 3Y | +250.6% | +34.9% | +215.7% | +189.7% |
| 5Y | -6.6% | +93.5% | -100.1% | -41.0% |
| All | +4.4% | +234.0% | -229.6% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling