+1,761.1%
FTAI vs ROKU
+875.4%
+885.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -2.9% |
| 7D | -9.7% | -2.6% | -7.0% | -9.4% |
| 30D | -20.0% | +2.1% | -22.1% | -20.2% |
| 3M | -20.1% | +31.8% | -51.8% | -23.2% |
| 6M | -33.3% | +53.3% | -86.6% | -37.1% |
| YTD | -8.0% | +42.1% | -50.1% | -12.6% |
| 1Y | +8.0% | +62.3% | -54.4% | +0.7% |
| 3Y | +413.4% | +84.6% | +328.8% | +358.7% |
| 5Y | +858.6% | -53.1% | +911.6% | +795.8% |
| All | +1,761.1% | +875.4% | +885.6% | +1,397.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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