+806.2%
FTAI vs DOC
-21.4%
+827.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.7% | +10.3% | +10.6% |
| 7D | -3.7% | +6.5% | -10.2% | -6.6% |
| 30D | +3.1% | +9.2% | -6.0% | -1.3% |
| 3M | -18.3% | -2.5% | -15.8% | -17.7% |
| 6M | -36.6% | +7.1% | -43.7% | -39.5% |
| YTD | -7.9% | +33.0% | -40.9% | -21.1% |
| 1Y | +12.0% | +23.3% | -11.3% | -0.8% |
| 3Y | +361.5% | +44.9% | +316.6% | +258.4% |
| All | +806.2% | -21.4% | +827.7% | +973.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling