+312.1%
ROST vs FTAI
+3,098.4%
-2,786.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.3% | -1.0% | +1.7% |
| 7D | +0.2% | -5.2% | +5.4% | +1.2% |
| 30D | -6.9% | -17.9% | +11.0% | -3.5% |
| 3M | -3.3% | -22.7% | +19.4% | +0.6% |
| 6M | +9.0% | -28.0% | +37.1% | +13.5% |
| YTD | +28.9% | -5.0% | +33.8% | +26.0% |
| 1Y | +54.0% | +10.4% | +43.6% | +44.6% |
| 3Y | +100.7% | +425.2% | -324.5% | +10.4% |
| 5Y | +116.0% | +890.3% | -774.3% | -5.7% |
| All | +312.1% | +3,098.4% | -2,786.3% | +24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling