+54.2%
RGTI vs ARES
+180.9%
-126.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | 0.0% |
| 7D | +0.5% | -6.1% | +6.5% | +6.2% |
| 30D | -17.1% | -7.5% | -9.6% | -11.2% |
| 3M | -26.0% | +0.1% | -26.1% | -27.3% |
| 6M | -9.9% | +30.3% | -40.1% | -30.4% |
| YTD | -31.1% | -16.6% | -14.4% | -20.6% |
| 1Y | -8.5% | -26.1% | +17.6% | +16.4% |
| 3Y | +652.2% | +36.4% | +615.8% | +443.6% |
| 5Y | +56.8% | +95.0% | -38.2% | -11.9% |
| All | +54.2% | +180.9% | -126.7% | -13.0% |
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 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