+559.3%
ROKU vs ARES
+891.4%
-332.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | 0.0% |
| 7D | -0.4% | -6.1% | +5.6% | +3.5% |
| 30D | +2.1% | -7.5% | +9.6% | +6.8% |
| 3M | +29.5% | +0.1% | +29.4% | +27.1% |
| 6M | +53.8% | +30.3% | +23.5% | +25.0% |
| YTD | +42.8% | -16.6% | +59.4% | +53.3% |
| 1Y | +60.7% | -26.1% | +86.8% | +85.6% |
| 3Y | +83.9% | +36.4% | +47.5% | +36.4% |
| 5Y | -52.8% | +95.0% | -147.8% | -71.9% |
| All | +559.3% | +891.4% | -332.2% | +77.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling