+0.9%
RKT vs ARES
+87.1%
-86.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.7% | -4.8% |
| 7D | +4.6% | +8.1% | -3.5% | +0.7% |
| 30D | +25.9% | +18.9% | +6.9% | +15.8% |
| 3M | +5.0% | +2.3% | +2.7% | +4.1% |
| 6M | -7.9% | +12.7% | -20.6% | -12.8% |
| YTD | -25.4% | -10.8% | -14.6% | -22.4% |
| 1Y | -15.4% | -5.3% | -10.1% | -14.8% |
| 3Y | +83.3% | +42.0% | +41.3% | +31.8% |
| All | +0.9% | +87.1% | -86.2% | -45.8% |
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