+354.3%
FTAI vs RL
+250.5%
+103.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.8% |
| 7D | +0.2% | +2.6% | -2.4% | -1.1% |
| 30D | +10.7% | +2.9% | +7.7% | +9.0% |
| 3M | -16.4% | 0.0% | -16.4% | -16.5% |
| 6M | -32.2% | +17.1% | -49.3% | -38.7% |
| YTD | -7.7% | +10.1% | -17.8% | -13.4% |
| 1Y | +18.7% | +17.3% | +1.4% | +7.3% |
| 3Y | +354.3% | +249.3% | +105.0% | +170.8% |
| All | +354.3% | +250.5% | +103.8% | +170.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling