+176.5%
DLR vs FTAI
+3,098.4%
-2,922.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +1.3% |
| 7D | +0.1% | -5.2% | +5.3% | +0.7% |
| 30D | -4.3% | -17.9% | +13.6% | -2.2% |
| 3M | +3.8% | -22.7% | +26.6% | +6.5% |
| 6M | +5.8% | -28.0% | +33.8% | +8.7% |
| YTD | +23.5% | -5.0% | +28.5% | +22.4% |
| 1Y | +11.1% | +10.4% | +0.7% | +7.8% |
| 3Y | +57.9% | +425.2% | -367.4% | +20.6% |
| 5Y | +44.0% | +890.3% | -846.4% | +0.1% |
| All | +176.5% | +3,098.4% | -2,922.0% | +80.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling