+30.1%
ROK vs ARES
+82.0%
-51.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | +7.1% | +0.5% | +6.6% | +6.9% |
| 30D | -5.0% | +19.7% | -24.6% | -11.4% |
| 3M | -9.4% | -9.0% | -0.4% | -6.5% |
| 6M | -11.0% | +11.5% | -22.5% | -15.9% |
| YTD | +4.4% | -13.8% | +18.3% | +8.0% |
| 1Y | +7.4% | -5.6% | +13.0% | +6.5% |
| 3Y | +61.0% | +36.1% | +24.9% | +32.5% |
| All | +30.1% | +82.0% | -51.8% | -7.8% |
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