+2,975.0%
FTAI vs RL
+308.3%
+2,666.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.9% |
| 7D | -9.7% | -2.2% | -7.5% | -8.8% |
| 30D | -20.0% | -15.3% | -4.6% | -14.2% |
| 3M | -20.1% | -10.3% | -9.7% | -16.3% |
| 6M | -33.3% | -2.2% | -31.0% | -32.7% |
| YTD | -8.0% | -4.3% | -3.7% | -6.4% |
| 1Y | +8.0% | +8.9% | -0.9% | +4.2% |
| 3Y | +413.4% | +201.4% | +212.0% | +234.3% |
| 5Y | +858.6% | +230.6% | +628.0% | +486.6% |
| All | +2,975.0% | +308.3% | +2,666.7% | +1,614.9% |
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