+660.4%
ROST vs ARES
+1,196.0%
-535.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.2% |
| 7D | +0.9% | -1.7% | +2.6% | +1.4% |
| 30D | -8.9% | +0.3% | -9.2% | -9.1% |
| 3M | -0.8% | +8.5% | -9.3% | -3.7% |
| 6M | +8.5% | +23.5% | -15.0% | +0.7% |
| YTD | +28.6% | -11.2% | +39.8% | +30.3% |
| 1Y | +52.3% | -19.3% | +71.6% | +57.8% |
| 3Y | +94.8% | +48.7% | +46.2% | +61.3% |
| 5Y | +110.8% | +106.5% | +4.2% | +53.3% |
| 10Y | +304.5% | +1,055.3% | -750.8% | +109.2% |
| All | +660.4% | +1,196.0% | -535.6% | +281.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling