+53.9%
RGTI vs ARES
+186.8%
-132.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.1% | -0.5% | -0.8% |
| 7D | +2.5% | -2.7% | +5.2% | +5.0% |
| 30D | -13.7% | -2.4% | -11.3% | -11.9% |
| 3M | -22.6% | +3.9% | -26.5% | -26.4% |
| 6M | -13.4% | +26.4% | -39.8% | -31.3% |
| YTD | -31.2% | -14.9% | -16.3% | -22.1% |
| 1Y | -7.6% | -20.4% | +12.8% | +9.3% |
| 3Y | +669.7% | +38.8% | +630.9% | +447.9% |
| 5Y | +57.0% | +97.0% | -39.9% | -13.4% |
| All | +53.9% | +186.8% | -132.8% | -14.7% |
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