+422.9%
FTAI vs RCAT
+738.1%
-315.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.5% | +0.7% | -5.2% |
| 7D | -0.2% | -2.3% | +2.1% | 0.0% |
| 30D | -13.6% | -18.7% | +5.1% | -12.1% |
| 3M | -20.6% | -29.3% | +8.7% | -18.6% |
| 6M | -32.6% | -42.3% | +9.7% | -30.7% |
| YTD | -5.4% | +2.5% | -7.9% | -6.8% |
| 1Y | +12.9% | -5.7% | +18.6% | +10.8% |
| All | +422.9% | +738.1% | -315.2% | +403.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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