+413.9%
ROL vs ARES
+1,204.3%
-790.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.2% | -2.1% | +1.3% |
| 7D | +7.5% | +5.0% | +2.5% | +6.5% |
| 30D | +21.1% | +19.1% | +2.1% | +17.3% |
| 3M | +3.1% | +3.1% | +0.1% | +2.4% |
| 6M | -27.4% | +12.9% | -40.3% | -29.5% |
| YTD | -34.7% | -10.7% | -24.1% | -34.3% |
| 1Y | -32.9% | -5.5% | -27.4% | -33.4% |
| 3Y | +6.1% | +45.0% | -38.9% | -7.0% |
| 5Y | +16.3% | +87.4% | -71.1% | -6.3% |
| 10Y | +214.9% | +1,267.4% | -1,052.6% | +80.5% |
| All | +413.9% | +1,204.3% | -790.5% | +182.9% |
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