+3,076.9%
FTAI vs ROK
+357.9%
+2,719.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +2.3% |
| 7D | -5.2% | -1.2% | -4.0% | -4.4% |
| 30D | -17.9% | -4.8% | -13.1% | -15.2% |
| 3M | -22.7% | -6.1% | -16.6% | -19.7% |
| 6M | -28.0% | +15.5% | -43.5% | -33.4% |
| YTD | -5.0% | +11.2% | -16.1% | -10.3% |
| 1Y | +10.4% | +23.8% | -13.4% | -2.4% |
| 3Y | +425.2% | +53.1% | +372.1% | +293.5% |
| 5Y | +890.3% | +48.3% | +842.1% | +630.5% |
| All | +3,076.9% | +357.9% | +2,719.0% | +1,216.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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