+267.3%
RSP vs ARES
+1,196.0%
-928.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -0.8% | -1.7% | +0.9% | -0.3% |
| 30D | -0.3% | +0.3% | -0.6% | -0.5% |
| 3M | +4.3% | +8.5% | -4.2% | +1.2% |
| 6M | +8.8% | +23.5% | -14.7% | +0.9% |
| YTD | +15.3% | -11.2% | +26.5% | +16.9% |
| 1Y | +18.3% | -19.3% | +37.6% | +22.9% |
| 3Y | +52.8% | +48.7% | +4.1% | +27.8% |
| 5Y | +51.7% | +106.5% | -54.8% | +11.5% |
| 10Y | +208.5% | +1,055.3% | -846.9% | +51.6% |
| All | +267.3% | +1,196.0% | -928.6% | +72.7% |
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