+2.1%
ROL vs FTAI
+369.5%
-367.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -1.3% |
| 7D | -1.7% | +12.9% | -14.5% | -2.1% |
| 30D | +18.5% | +9.9% | +8.7% | +18.0% |
| 3M | +4.3% | -19.1% | +23.5% | +4.8% |
| 6M | -27.7% | -30.9% | +3.1% | -27.1% |
| YTD | -35.8% | -6.3% | -29.4% | -36.4% |
| 1Y | -34.1% | +20.0% | -54.1% | -35.6% |
| All | +2.1% | +369.5% | -367.5% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling