+315.9%
FTAI vs DOC
+43.2%
+272.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.2% | -9.3% | -9.5% |
| 7D | -17.1% | +6.2% | -23.4% | -18.9% |
| 30D | -9.5% | +6.5% | -15.9% | -11.6% |
| 3M | -27.2% | -6.2% | -21.0% | -25.8% |
| 6M | -33.3% | +25.6% | -58.9% | -39.6% |
| YTD | -17.0% | +32.1% | -49.1% | -25.9% |
| 1Y | +0.7% | +20.3% | -19.5% | -7.8% |
| All | +315.9% | +43.2% | +272.7% | +263.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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