+314.9%
ROL vs FTAI
+2,369.3%
-2,054.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.0% | +2.7% |
| 7D | +3.0% | +0.2% | +2.8% | +2.9% |
| 30D | +19.8% | +10.7% | +9.1% | +18.5% |
| 3M | +7.9% | -16.4% | +24.3% | +8.7% |
| 6M | -25.6% | -32.2% | +6.6% | -24.2% |
| YTD | -34.1% | -7.7% | -26.4% | -35.0% |
| 1Y | -31.4% | +18.7% | -50.1% | -33.8% |
| 3Y | +4.7% | +354.3% | -349.6% | -14.6% |
| 5Y | +15.6% | +850.7% | -835.1% | -13.5% |
| 10Y | +220.6% | +2,664.3% | -2,443.7% | +123.2% |
| All | +314.9% | +2,369.3% | -2,054.4% | +191.7% |
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