+886.0%
FTAI vs DRI
+65.0%
+821.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 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