+361.5%
FTAI vs OUST
+626.4%
-264.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +14.0% | -3.0% | +8.9% |
| 7D | -3.7% | +17.0% | -20.7% | -6.3% |
| 30D | +3.1% | -16.5% | +19.6% | +5.2% |
| 3M | -18.3% | -23.7% | +5.3% | -15.8% |
| 6M | -36.6% | +18.4% | -55.0% | -40.2% |
| YTD | -7.9% | +60.8% | -68.7% | -17.4% |
| 1Y | +12.0% | +44.2% | -32.2% | +1.6% |
| 3Y | +361.5% | +668.1% | -306.6% | +230.7% |
| All | +361.5% | +626.4% | -264.9% | +230.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling