-84.6%
RIG vs ARES
+1,196.0%
-1,280.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.9% | -2.3% |
| 7D | +0.9% | -1.7% | +2.5% | +1.6% |
| 30D | +13.8% | +0.3% | +13.5% | +13.2% |
| 3M | -6.4% | +8.5% | -14.9% | -11.6% |
| 6M | -8.2% | +23.5% | -31.6% | -20.7% |
| YTD | +41.6% | -11.2% | +52.9% | +43.9% |
| 1Y | +88.7% | -19.3% | +108.0% | +99.8% |
| 3Y | -30.9% | +48.7% | -79.5% | -48.3% |
| 5Y | +57.7% | +106.5% | -48.9% | -5.6% |
| 10Y | -39.3% | +1,055.3% | -1,094.6% | -82.8% |
| All | -84.6% | +1,196.0% | -1,280.6% | -95.9% |
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 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