-72.0%
RIG vs FTAI
+2,432.1%
-2,504.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.8% | +4.9% | +1.1% |
| 7D | -8.2% | -0.2% | -8.0% | -8.4% |
| 30D | -0.2% | -13.6% | +13.5% | +4.0% |
| 3M | -2.7% | -20.6% | +17.8% | +2.2% |
| 6M | -7.5% | -32.6% | +25.1% | -1.0% |
| YTD | +38.3% | -5.4% | +43.6% | +29.0% |
| 1Y | +81.8% | +12.9% | +69.0% | +57.4% |
| 3Y | -30.2% | +428.1% | -458.3% | -75.8% |
| 5Y | +59.9% | +863.0% | -803.1% | -61.8% |
| 10Y | -41.9% | +3,092.6% | -3,134.5% | -90.4% |
| All | -72.0% | +2,432.1% | -2,504.1% | -96.0% |
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