+2,361.6%
FTAI vs RRX
+136.6%
+2,225.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.8% | -1.9% |
| 7D | -9.7% | -3.7% | -5.9% | -7.9% |
| 30D | -20.0% | -9.3% | -10.7% | -16.0% |
| 3M | -20.1% | -21.8% | +1.7% | -11.1% |
| 6M | -33.3% | -22.0% | -11.3% | -25.7% |
| YTD | -8.0% | +11.9% | -19.9% | -14.6% |
| 1Y | +8.0% | +11.6% | -3.7% | -0.4% |
| 3Y | +413.4% | +2.2% | +411.2% | +365.2% |
| 5Y | +858.6% | +14.9% | +843.7% | +694.9% |
| 10Y | +3,003.7% | +214.2% | +2,789.4% | +1,528.9% |
| All | +2,361.6% | +136.6% | +2,225.0% | +1,153.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling