+266.8%
DIA vs FTAI
+2,582.9%
-2,316.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | -0.3% |
| 7D | -0.2% | +0.7% | -0.8% | -0.3% |
| 30D | -1.5% | -12.1% | +10.5% | +0.1% |
| 3M | +3.8% | -21.3% | +25.1% | +6.6% |
| 6M | +10.3% | -30.2% | +40.5% | +14.1% |
| YTD | +12.1% | +0.3% | +11.8% | +9.7% |
| 1Y | +18.6% | +27.2% | -8.5% | +11.4% |
| 3Y | +60.6% | +443.9% | -383.2% | +9.4% |
| 5Y | +64.4% | +853.5% | -789.1% | -2.0% |
| 10Y | +250.1% | +3,169.1% | -2,919.0% | +68.2% |
| All | +266.8% | +2,582.9% | -2,316.1% | +78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling