+2,588.5%
FTAI vs ROP
+141.8%
+2,446.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +1.6% |
| 7D | +3.9% | -5.4% | +9.3% | +6.8% |
| 30D | -8.8% | -1.6% | -7.2% | -8.4% |
| 3M | -14.5% | +18.8% | -33.3% | -23.3% |
| 6M | -24.0% | +8.2% | -32.2% | -29.1% |
| YTD | +0.5% | -10.5% | +11.0% | +3.6% |
| 1Y | +19.1% | -23.7% | +42.9% | +34.8% |
| 3Y | +460.7% | -17.9% | +478.6% | +509.0% |
| 5Y | +947.3% | -15.3% | +962.7% | +1,007.0% |
| 10Y | +3,244.4% | +133.4% | +3,111.0% | +2,262.0% |
| All | +2,588.5% | +141.8% | +2,446.7% | +1,798.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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