-99.9%
DFNS vs FTAI
+929.6%
-1,029.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.8% | +1.2% | -4.8% |
| 7D | +4.6% | -0.2% | +4.8% | +4.6% |
| 30D | -73.9% | -13.6% | -60.2% | -74.1% |
| 3M | -71.7% | -20.6% | -51.1% | -71.8% |
| 6M | -94.6% | -32.6% | -62.0% | -94.7% |
| YTD | -98.1% | -5.4% | -92.7% | -98.0% |
| 1Y | -98.3% | +12.9% | -111.2% | -98.2% |
| 3Y | -99.9% | +428.1% | -528.0% | -99.8% |
| 5Y | -99.9% | +863.0% | -962.9% | -99.8% |
| All | -99.9% | +929.6% | -1,029.5% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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