+449.0%
FTAI vs OUST
+611.5%
-162.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.2% | -1.8% |
| 7D | +0.7% | +5.2% | -4.6% | -0.1% |
| 30D | -12.1% | -19.3% | +7.2% | -9.2% |
| 3M | -21.3% | -22.6% | +1.3% | -19.9% |
| 6M | -30.2% | +62.8% | -93.0% | -36.8% |
| YTD | +0.3% | +68.3% | -68.1% | -10.2% |
| 1Y | +27.2% | +28.5% | -1.4% | +16.4% |
| All | +449.0% | +611.5% | -162.5% | +281.8% |
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