+304.6%
ROL vs FTAI
+2,405.9%
-2,101.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -1.2% |
| 7D | -1.7% | +12.9% | -14.5% | -2.6% |
| 30D | +18.5% | +9.9% | +8.7% | +17.4% |
| 3M | +4.3% | -19.1% | +23.5% | +5.4% |
| 6M | -27.7% | -30.9% | +3.1% | -26.5% |
| YTD | -35.8% | -6.3% | -29.4% | -36.7% |
| 1Y | -34.1% | +20.0% | -54.1% | -36.4% |
| 3Y | +2.9% | +363.0% | -360.0% | -16.2% |
| 5Y | +12.7% | +864.8% | -852.1% | -15.7% |
| 10Y | +212.6% | +2,705.3% | -2,492.7% | +117.4% |
| All | +304.6% | +2,405.9% | -2,101.3% | +184.2% |
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