+108.2%
ROST vs ARES
+97.0%
+11.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -0.9% |
| 7D | -2.2% | -2.7% | +0.4% | -1.5% |
| 30D | -11.4% | -2.4% | -9.0% | -11.0% |
| 3M | -1.6% | +3.9% | -5.5% | -3.3% |
| 6M | +6.8% | +26.4% | -19.6% | -1.9% |
| YTD | +25.8% | -14.9% | +40.7% | +29.7% |
| 1Y | +52.4% | -20.4% | +72.8% | +59.6% |
| 3Y | +94.4% | +38.8% | +55.6% | +55.1% |
| 5Y | +108.2% | +97.0% | +11.2% | +35.7% |
| All | +108.2% | +97.0% | +11.2% | +35.7% |
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 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