-7.2%
RKT vs ARES
+105.3%
-112.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.3% |
| 7D | +6.0% | -0.3% | +6.3% | +6.2% |
| 30D | +0.7% | +1.3% | -0.6% | +0.2% |
| 3M | +11.8% | +10.4% | +1.5% | +6.7% |
| 6M | -7.6% | +29.0% | -36.6% | -18.3% |
| YTD | -28.7% | -12.2% | -16.5% | -25.4% |
| 1Y | -32.6% | -18.4% | -14.1% | -27.3% |
| 3Y | +42.1% | +43.2% | -1.1% | +2.5% |
| 5Y | -7.2% | +102.6% | -109.7% | -50.2% |
| All | -7.2% | +105.3% | -112.4% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling