+2,361.6%
FTAI vs RNG
+308.3%
+2,053.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.7% |
| 7D | -9.7% | -9.6% | -0.1% | -8.5% |
| 30D | -20.0% | +8.8% | -28.8% | -20.9% |
| 3M | -20.1% | +78.6% | -98.7% | -26.6% |
| 6M | -33.3% | +70.3% | -103.6% | -39.0% |
| YTD | -8.0% | +140.3% | -148.3% | -21.2% |
| 1Y | +8.0% | +126.6% | -118.7% | -6.9% |
| 3Y | +413.4% | +120.2% | +293.2% | +331.0% |
| 5Y | +858.6% | -68.3% | +926.9% | +863.3% |
| 10Y | +3,003.7% | +220.6% | +2,783.1% | +2,284.6% |
| All | +2,361.6% | +308.3% | +2,053.3% | +1,768.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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