+2,617.3%
FTAI vs RL
+337.1%
+2,280.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.0% |
| 7D | +0.2% | +2.6% | -2.4% | -0.7% |
| 30D | +10.7% | +2.9% | +7.7% | +9.5% |
| 3M | -16.4% | 0.0% | -16.4% | -16.5% |
| 6M | -32.2% | +17.1% | -49.3% | -36.8% |
| YTD | -7.7% | +10.1% | -17.8% | -11.5% |
| 1Y | +18.7% | +17.3% | +1.4% | +10.9% |
| 3Y | +354.3% | +249.3% | +105.0% | +178.5% |
| 5Y | +850.7% | +240.9% | +609.8% | +471.5% |
| All | +2,617.3% | +337.1% | +2,280.2% | +1,329.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling