+112.7%
ROST vs ARES
+88.1%
+24.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +3.2% | +8.1% | -5.0% | +0.9% |
| 30D | +7.4% | +18.9% | -11.5% | +2.2% |
| 3M | -6.1% | +2.3% | -8.4% | -7.0% |
| 6M | +6.2% | +12.7% | -6.5% | +1.6% |
| YTD | +33.4% | -10.8% | +44.2% | +35.6% |
| 1Y | +48.8% | -5.3% | +54.1% | +47.7% |
| 3Y | +99.5% | +42.0% | +57.5% | +58.8% |
| 5Y | +112.7% | +88.3% | +24.4% | +46.2% |
| All | +112.7% | +88.1% | +24.6% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling