+2,432.1%
FTAI vs ROK
+328.4%
+2,103.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.1% | -5.4% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | -13.6% | -1.8% | -11.8% | -12.5% |
| 3M | -20.6% | -7.2% | -13.4% | -16.9% |
| 6M | -32.6% | +14.2% | -46.7% | -37.0% |
| YTD | -5.4% | +10.6% | -15.9% | -10.2% |
| 1Y | +12.9% | +25.9% | -13.0% | -0.7% |
| 3Y | +428.1% | +50.8% | +377.4% | +304.5% |
| 5Y | +863.0% | +47.0% | +816.0% | +624.5% |
| 10Y | +3,092.6% | +354.9% | +2,737.7% | +1,313.3% |
| All | +2,432.1% | +328.4% | +2,103.7% | +1,008.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling