-25.7%
RKT vs FTAI
+1,621.9%
-1,647.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.8% | +3.1% | -1.6% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | -2.4% | -13.6% | +11.2% | +0.2% |
| 3M | +1.9% | -20.6% | +22.5% | +6.0% |
| 6M | -13.9% | -32.6% | +18.7% | -8.3% |
| YTD | -30.6% | -5.4% | -25.3% | -29.9% |
| 1Y | -34.4% | +12.9% | -47.2% | -35.8% |
| 3Y | +38.2% | +428.1% | -389.9% | -21.9% |
| 5Y | -9.7% | +863.0% | -872.7% | -59.7% |
| All | -25.7% | +1,621.9% | -1,647.6% | -75.8% |
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