+1,510.7%
FTAI vs OUST
-62.4%
+1,573.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.5% |
| 3M | -21.3% | -22.6% | +1.3% | -20.0% |
| 6M | -30.2% | +62.8% | -93.0% | -36.4% |
| YTD | +0.3% | +68.3% | -68.1% | -9.4% |
| 1Y | +27.2% | +28.5% | -1.4% | +17.3% |
| 3Y | +443.9% | +554.0% | -110.2% | +275.8% |
| 5Y | +853.5% | -56.2% | +909.8% | +694.0% |
| All | +1,510.7% | -62.4% | +1,573.1% | +1,245.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling