Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • FTAI vs DRI✓SelectedUSD · DRIFTAI vs DRI performance historyLatest closeAs of-5.82%09/09
Stock and ETF performance explorer

FTAI vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+886.0%
DRI return
+65.0%
Excess return
+821.1%
Maximum drawdown
-52.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D-5.8%-1.6%-4.2%-5.0%
7D-0.2%-4.8%+4.6%+2.4%
30D-13.6%-3.9%-9.7%-11.9%
3M-20.6%+5.1%-25.7%-22.9%
6M-32.6%+5.5%-38.1%-34.7%
YTD-5.4%+16.5%-21.8%-13.3%
1Y+12.9%+2.0%+10.9%+10.0%
3Y+428.1%+54.5%+373.6%+297.0%
All+886.0%+65.0%+821.1%+569.9%

Cumulative growth

Daily Returns

Daily percentage return beside DRI.

Daily Out/Under-Performance

Portfolio return minus DRI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DRI 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 DRI 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