-11.4%
RKT vs FTAI
+890.7%
-902.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.9% |
| 3M | -1.9% | -22.7% | +20.9% | +2.4% |
| 6M | -13.0% | -28.0% | +15.0% | -8.6% |
| YTD | -31.9% | -5.0% | -27.0% | -31.2% |
| 1Y | -37.6% | +10.4% | -48.0% | -38.5% |
| 3Y | +36.8% | +425.2% | -388.4% | -24.4% |
| All | -11.4% | +890.7% | -902.2% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling