-32.6%
FTAI vs OTIS
-20.4%
-12.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.1% | -4.7% | -5.2% |
| 7D | -0.2% | -2.2% | +2.0% | +1.0% |
| 30D | -13.6% | -4.3% | -9.3% | -11.7% |
| 3M | -20.6% | -2.2% | -18.4% | -21.2% |
| 6M | -32.6% | -19.9% | -12.7% | -23.4% |
| All | -32.6% | -20.4% | -12.2% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 6mo: compounded portfolio wealth divided by compounded OTIS 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…
6mo analysis · Full analysis span regression · 6 months rolling