+856.3%
FTAI vs OUST
-53.0%
+909.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.5% | +7.1% | -0.2% |
| 7D | +0.2% | -3.8% | +4.0% | +0.8% |
| 30D | +10.7% | +5.1% | +5.6% | +9.2% |
| 3M | -16.4% | -25.8% | +9.4% | -13.5% |
| 6M | -32.2% | -2.0% | -30.2% | -34.1% |
| YTD | -7.7% | +54.7% | -62.4% | -17.0% |
| 1Y | +18.7% | +48.8% | -30.1% | +7.2% |
| 3Y | +354.3% | +607.8% | -253.5% | +199.5% |
| All | +856.3% | -53.0% | +909.4% | +713.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling