+2,443.2%
FTAI vs RSG
+573.3%
+1,869.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.6% | +2.9% |
| 7D | -5.2% | 0.0% | -5.2% | -5.2% |
| 30D | -17.9% | +4.0% | -21.9% | -19.5% |
| 3M | -22.7% | +7.4% | -30.1% | -26.2% |
| 6M | -28.0% | +0.1% | -28.1% | -29.2% |
| YTD | -5.0% | +6.0% | -11.0% | -10.1% |
| 1Y | +10.4% | -3.0% | +13.4% | +9.7% |
| 3Y | +425.2% | +56.5% | +368.7% | +280.0% |
| 5Y | +890.3% | +90.9% | +799.4% | +525.7% |
| 10Y | +3,106.5% | +428.7% | +2,677.8% | +1,225.8% |
| All | +2,443.2% | +573.3% | +1,869.9% | +876.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling