+263.8%
RSP vs ARES
+1,152.0%
-888.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -1.0% | +4.5% | -5.6% | -2.3% |
| 30D | +2.6% | +15.7% | -13.2% | -1.8% |
| 3M | -0.8% | -2.0% | +1.2% | -0.5% |
| 6M | +6.3% | +10.4% | -4.1% | +2.3% |
| YTD | +14.1% | -14.2% | +28.4% | +16.7% |
| 1Y | +18.0% | -7.8% | +25.8% | +17.8% |
| 3Y | +61.0% | +41.4% | +19.6% | +36.6% |
| 5Y | +45.6% | +83.7% | -38.1% | +10.5% |
| 10Y | +220.2% | +1,204.1% | -983.9% | +56.0% |
| All | +263.8% | +1,152.0% | -888.3% | +72.4% |
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