+908.9%
FTAI vs RRX
+17.8%
+891.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.7% | -0.4% | +1.6% |
| 7D | -5.2% | -0.3% | -4.9% | -5.0% |
| 30D | -17.9% | -6.1% | -11.8% | -15.3% |
| 3M | -22.7% | -23.1% | +0.3% | -13.5% |
| 6M | -28.0% | -19.5% | -8.5% | -21.1% |
| YTD | -5.0% | +16.1% | -21.0% | -12.8% |
| 1Y | +10.4% | +12.9% | -2.5% | +1.7% |
| 3Y | +425.2% | +7.9% | +417.3% | +366.2% |
| All | +908.9% | +17.8% | +891.1% | +763.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 5y: compounded portfolio wealth divided by compounded RRX 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…
5y analysis · Full analysis span regression · 6 months rolling