+302.7%
ROST vs ARES
+971.5%
-668.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +1.0% |
| 7D | -2.5% | -7.7% | +5.2% | -0.1% |
| 30D | -10.3% | -8.7% | -1.6% | -7.8% |
| 3M | -2.6% | +2.8% | -5.4% | -4.1% |
| 6M | +6.5% | +23.1% | -16.5% | -1.9% |
| YTD | +25.9% | -17.3% | +43.2% | +30.6% |
| 1Y | +52.3% | -24.3% | +76.6% | +61.7% |
| 3Y | +94.6% | +34.9% | +59.6% | +61.2% |
| 5Y | +111.1% | +93.5% | +17.6% | +48.3% |
| All | +302.7% | +971.5% | -668.8% | +92.4% |
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