+45.9%
ROK vs ARES
+90.2%
-44.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | 0.0% |
| 7D | -1.6% | -7.7% | +6.1% | +1.4% |
| 30D | -5.4% | -8.7% | +3.3% | -2.3% |
| 3M | -4.0% | +2.8% | -6.8% | -5.9% |
| 6M | +13.3% | +23.1% | -9.7% | +2.3% |
| YTD | +9.3% | -17.3% | +26.6% | +15.2% |
| 1Y | +25.8% | -24.3% | +50.1% | +36.8% |
| 3Y | +49.1% | +34.9% | +14.2% | +23.1% |
| 5Y | +45.9% | +93.5% | -47.6% | -1.0% |
| All | +45.9% | +90.2% | -44.4% | -1.0% |
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