-27.1%
RKT vs FTAI
+1,629.4%
-1,656.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.7% |
| 7D | -6.3% | -5.2% | -1.1% | -5.3% |
| 30D | -6.2% | -17.9% | +11.7% | -2.8% |
| 3M | -1.9% | -22.7% | +20.9% | +2.6% |
| 6M | -13.0% | -28.0% | +15.0% | -8.5% |
| YTD | -31.9% | -5.0% | -27.0% | -31.3% |
| 1Y | -37.6% | +10.4% | -48.0% | -38.7% |
| 3Y | +36.8% | +425.2% | -388.4% | -22.5% |
| 5Y | -9.7% | +890.3% | -900.1% | -60.0% |
| All | -27.1% | +1,629.4% | -1,656.5% | -76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling