+16.5%
FTAI vs RSG
+19.5%
-3.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.0% | -11.6% | -9.8% |
| 7D | +7.4% | +5.1% | +2.3% | +11.4% |
| 30D | +9.0% | +15.3% | -6.3% | +21.5% |
| 3M | -18.9% | +18.6% | -37.5% | -7.2% |
| 6M | -24.9% | +19.5% | -44.4% | -12.5% |
| YTD | -8.3% | +17.2% | -25.5% | +5.2% |
| 1Y | +16.5% | +19.6% | -3.1% | +32.7% |
| All | +16.5% | +19.5% | -3.0% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling