+2,020.1%
FTAI vs DBX
+22.6%
+1,997.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.5% | +1.9% | +3.0% |
| 7D | -5.2% | +2.1% | -7.3% | -5.7% |
| 30D | -17.9% | +5.7% | -23.7% | -19.3% |
| 3M | -22.7% | +31.8% | -54.5% | -28.7% |
| 6M | -28.0% | +37.5% | -65.5% | -35.4% |
| YTD | -5.0% | +27.9% | -32.9% | -13.2% |
| 1Y | +10.4% | +15.0% | -4.6% | +3.7% |
| 3Y | +425.2% | +27.2% | +398.1% | +369.0% |
| 5Y | +890.3% | +12.8% | +877.6% | +782.8% |
| All | +2,020.1% | +22.6% | +1,997.5% | +1,570.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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