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  • ROL vs ARES✓SelectedUSD · ARESROL vs ARES performance historyLatest closeAs of-1.17%09/09
Stock and ETF performance explorer

ROL vs ARES

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+208.2%
ARES return
+1,006.5%
Excess return
-798.3%
Maximum drawdown
-46.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioARESExcessAlpha
1D-1.2%-3.1%+1.9%-0.6%
7D-3.3%-2.7%-0.6%-2.8%
30D-7.2%-2.4%-4.8%-6.9%
3M-27.0%+3.9%-30.9%-27.9%
6M-39.5%+26.4%-65.9%-42.9%
YTD-41.8%-14.9%-26.9%-40.8%
1Y-38.9%-20.4%-18.5%-37.2%
3Y-0.4%+38.8%-39.2%-13.2%
5Y-4.2%+97.0%-101.2%-25.8%
10Y+208.2%+999.8%-791.6%+73.5%
All+208.2%+1,006.5%-798.3%+73.5%

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