+856.3%
FTAI vs RCAT
+41.8%
+814.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +2.0% | -1.1% |
| 7D | +0.2% | -5.9% | +6.2% | +0.9% |
| 30D | +10.7% | -19.7% | +30.3% | +13.0% |
| 3M | -16.4% | -62.9% | +46.4% | -9.2% |
| 6M | -32.2% | -59.6% | +27.4% | -27.3% |
| YTD | -7.7% | -52.1% | +44.4% | -3.3% |
| 1Y | +18.7% | -50.9% | +69.6% | +23.8% |
| 3Y | +354.3% | +333.8% | +20.5% | +300.0% |
| All | +856.3% | +41.8% | +814.5% | +807.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling