+99.5%
ROST vs ARES
+42.5%
+56.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | +0.2% | -0.3% | +0.6% | +0.3% |
| 30D | -10.0% | +1.3% | -11.3% | -10.3% |
| 3M | +1.2% | +10.4% | -9.1% | -1.0% |
| 6M | +8.9% | +29.0% | -20.1% | +3.1% |
| YTD | +28.1% | -12.2% | +40.3% | +30.2% |
| 1Y | +53.0% | -18.4% | +71.4% | +57.2% |
| All | +99.5% | +42.5% | +56.9% | +69.2% |
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