+412.3%
ROL vs ARES
+1,202.8%
-790.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +3.4% | +8.1% | -4.7% | +1.9% |
| 30D | +20.8% | +18.9% | +1.8% | +17.0% |
| 3M | +3.7% | +2.3% | +1.4% | +3.1% |
| 6M | -27.7% | +12.7% | -40.4% | -29.7% |
| YTD | -34.9% | -10.8% | -24.2% | -34.5% |
| 1Y | -33.3% | -5.3% | -28.0% | -33.8% |
| 3Y | +4.3% | +42.0% | -37.7% | -8.1% |
| 5Y | +15.0% | +88.3% | -73.3% | -7.5% |
| 10Y | +214.7% | +1,148.2% | -933.5% | +81.9% |
| All | +412.3% | +1,202.8% | -790.5% | +182.1% |
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 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