+301.5%
ROST vs ARES
+1,112.4%
-811.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.7% |
| 7D | +0.3% | +0.5% | -0.2% | +0.1% |
| 30D | +0.5% | +19.7% | -19.2% | -5.2% |
| 3M | -5.2% | -9.0% | +3.7% | -2.6% |
| 6M | +9.8% | +11.5% | -1.7% | +4.8% |
| YTD | +29.4% | -13.8% | +43.2% | +32.3% |
| 1Y | +44.4% | -5.6% | +49.9% | +42.6% |
| 3Y | +95.0% | +36.1% | +58.9% | +60.2% |
| 5Y | +111.9% | +82.7% | +29.2% | +49.5% |
| All | +301.5% | +1,112.4% | -811.0% | +78.9% |
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 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