+2,369.3%
FTAI vs RL
+270.0%
+2,099.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.0% |
| 7D | +0.2% | +2.6% | -2.4% | -0.6% |
| 30D | +10.7% | +2.9% | +7.7% | +9.6% |
| 3M | -16.4% | 0.0% | -16.4% | -16.4% |
| 6M | -32.2% | +17.1% | -49.3% | -36.3% |
| YTD | -7.7% | +10.1% | -17.8% | -11.0% |
| 1Y | +18.7% | +17.3% | +1.4% | +11.8% |
| 3Y | +354.3% | +249.3% | +105.0% | +196.0% |
| 5Y | +850.7% | +240.9% | +609.8% | +509.6% |
| 10Y | +2,664.3% | +337.3% | +2,327.1% | +1,479.9% |
| All | +2,369.3% | +270.0% | +2,099.3% | +1,368.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling