+58.3%
DLR vs FTAI
+421.8%
-363.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.8% | +5.6% | +0.5% |
| 7D | +2.9% | -0.2% | +3.1% | +2.9% |
| 30D | -1.2% | -13.6% | +12.5% | +0.3% |
| 3M | +2.9% | -20.6% | +23.5% | +5.1% |
| 6M | +6.7% | -32.6% | +39.3% | +10.2% |
| YTD | +23.9% | -5.4% | +29.2% | +22.9% |
| 1Y | +18.6% | +12.9% | +5.8% | +15.1% |
| All | +58.3% | +421.8% | -363.5% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling