+2,010.9%
FTAI vs DBX
+19.3%
+1,991.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.3% | -8.1% | -6.4% |
| 7D | -0.2% | +0.3% | -0.5% | -0.3% |
| 30D | -13.6% | 0.0% | -13.6% | -13.9% |
| 3M | -20.6% | +26.1% | -46.7% | -25.9% |
| 6M | -32.6% | +29.4% | -61.9% | -38.5% |
| YTD | -5.4% | +24.4% | -29.8% | -13.0% |
| 1Y | +12.9% | +10.9% | +2.0% | +7.1% |
| 3Y | +428.1% | +24.1% | +404.1% | +374.4% |
| 5Y | +863.0% | +7.8% | +855.3% | +767.7% |
| All | +2,010.9% | +19.3% | +1,991.6% | +1,574.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling