+51.5%
RSP vs FTAI
+891.0%
-839.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -0.4% | +3.9% | -4.3% | -0.9% |
| 30D | -1.5% | -8.8% | +7.3% | -0.6% |
| 3M | +4.8% | -14.5% | +19.3% | +6.2% |
| 6M | +10.3% | -24.0% | +34.3% | +12.5% |
| YTD | +14.1% | +0.5% | +13.6% | +11.7% |
| 1Y | +17.0% | +19.1% | -2.1% | +11.3% |
| 3Y | +54.2% | +460.7% | -406.6% | -2.2% |
| 5Y | +51.5% | +947.3% | -895.8% | -21.6% |
| All | +51.5% | +891.0% | -839.5% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling