+53.1%
RGTI vs FTAI
+768.0%
-714.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.2% |
| 7D | -0.1% | -9.7% | +9.5% | +2.4% |
| 30D | -16.2% | -20.0% | +3.8% | -11.4% |
| 3M | -22.0% | -20.1% | -2.0% | -17.7% |
| 6M | -10.8% | -33.3% | +22.5% | -2.0% |
| YTD | -31.6% | -8.0% | -23.6% | -28.6% |
| 1Y | -6.4% | +8.0% | -14.3% | -4.5% |
| 3Y | +665.7% | +413.4% | +252.2% | +275.4% |
| 5Y | +55.6% | +858.6% | -802.9% | -43.8% |
| All | +53.1% | +768.0% | -714.8% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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