+416.0%
ROST vs FTAI
+2,588.5%
-2,172.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +0.2% | +3.9% | -3.7% | -0.5% |
| 30D | -10.0% | -8.8% | -1.1% | -8.7% |
| 3M | +1.2% | -14.5% | +15.7% | +3.2% |
| 6M | +8.9% | -24.0% | +33.0% | +12.1% |
| YTD | +28.1% | +0.5% | +27.6% | +24.2% |
| 1Y | +53.0% | +19.1% | +33.9% | +42.1% |
| 3Y | +97.9% | +460.7% | -362.9% | +12.8% |
| 5Y | +112.0% | +947.3% | -835.4% | -1.6% |
| 10Y | +303.0% | +3,244.4% | -2,941.4% | +34.7% |
| All | +416.0% | +2,588.5% | -2,172.5% | +81.4% |
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