+425.2%
FTAI vs ROK
+51.1%
+374.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +2.2% |
| 7D | -5.2% | -1.2% | -4.0% | -4.4% |
| 30D | -17.9% | -4.8% | -13.1% | -15.1% |
| 3M | -22.7% | -6.1% | -16.6% | -19.6% |
| 6M | -28.0% | +15.5% | -43.5% | -33.3% |
| YTD | -5.0% | +11.2% | -16.1% | -10.2% |
| 1Y | +10.4% | +23.8% | -13.4% | -1.8% |
| 3Y | +425.2% | +53.1% | +372.1% | +296.6% |
| All | +425.2% | +51.1% | +374.2% | +296.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling