+1,531.6%
FTAI vs OUST
-60.2%
+1,591.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +10.8% | -0.6% | +8.8% |
| 7D | +0.5% | +36.7% | -36.1% | -3.9% |
| 30D | +17.0% | -3.3% | +20.3% | +16.8% |
| 3M | -7.8% | -11.1% | +3.3% | -7.1% |
| 6M | -26.2% | +53.1% | -79.2% | -32.4% |
| YTD | +1.6% | +78.2% | -76.7% | -9.7% |
| 1Y | +22.2% | +50.0% | -27.8% | +10.7% |
| 3Y | +415.7% | +836.2% | -420.5% | +239.4% |
| 5Y | +932.0% | -50.0% | +982.0% | +742.0% |
| All | +1,531.6% | -60.2% | +1,591.9% | +1,241.0% |
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