+6.1%
ROL vs ARES
+43.8%
-37.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.2% | -2.1% | +1.8% |
| 7D | +7.5% | +5.0% | +2.5% | +7.2% |
| 30D | +21.1% | +19.1% | +2.1% | +19.9% |
| 3M | +3.1% | +3.1% | +0.1% | +2.7% |
| 6M | -27.4% | +12.9% | -40.3% | -28.1% |
| YTD | -34.7% | -10.7% | -24.1% | -34.5% |
| 1Y | -32.9% | -5.5% | -27.4% | -33.1% |
| 3Y | +6.1% | +45.0% | -38.9% | +0.1% |
| All | +6.1% | +43.8% | -37.7% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling