+362.4%
ROK vs ARES
+1,196.0%
-833.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | +0.7% | -1.7% | +2.4% | +1.3% |
| 30D | -3.3% | +0.3% | -3.6% | -3.6% |
| 3M | -5.9% | +8.5% | -14.3% | -9.3% |
| 6M | +13.9% | +23.5% | -9.6% | +3.5% |
| YTD | +12.6% | -11.2% | +23.8% | +14.8% |
| 1Y | +28.6% | -19.3% | +47.9% | +35.1% |
| 3Y | +45.1% | +48.7% | -3.6% | +18.8% |
| 5Y | +45.6% | +106.5% | -61.0% | +2.6% |
| 10Y | +345.0% | +1,055.3% | -710.3% | +95.5% |
| All | +362.4% | +1,196.0% | -833.6% | +95.5% |
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