+99.5%
ROST vs ARES
+43.8%
+55.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +3.2% | +8.1% | -5.0% | +1.8% |
| 30D | +7.4% | +18.9% | -11.5% | +4.1% |
| 3M | -6.1% | +2.3% | -8.4% | -6.6% |
| 6M | +6.2% | +12.7% | -6.5% | +3.4% |
| YTD | +33.4% | -10.8% | +44.2% | +35.2% |
| 1Y | +48.8% | -5.3% | +54.1% | +48.4% |
| 3Y | +99.5% | +42.0% | +57.5% | +66.7% |
| All | +99.5% | +43.8% | +55.8% | +66.7% |
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