+1,420.2%
FTAI vs OUST
-62.6%
+1,482.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.3% | -2.5% | -5.4% |
| 7D | -0.2% | +4.0% | -4.2% | -0.7% |
| 30D | -13.6% | -14.0% | +0.3% | -11.9% |
| 3M | -20.6% | -5.9% | -14.7% | -21.2% |
| 6M | -32.6% | +76.4% | -108.9% | -39.1% |
| YTD | -5.4% | +67.5% | -72.8% | -14.4% |
| 1Y | +12.9% | +27.1% | -14.2% | +4.3% |
| 3Y | +428.1% | +619.0% | -190.9% | +261.0% |
| 5Y | +863.0% | -54.9% | +917.9% | +700.4% |
| All | +1,420.2% | -62.6% | +1,482.8% | +1,170.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling