+225.6%
RSP vs FTAI
+2,369.3%
-2,143.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | +2.4% | +0.2% | +2.2% | +2.2% |
| 30D | +4.3% | +10.7% | -6.4% | +2.0% |
| 3M | -0.3% | -16.4% | +16.1% | +1.3% |
| 6M | +9.8% | -32.2% | +42.0% | +14.5% |
| YTD | +16.8% | -7.7% | +24.5% | +14.3% |
| 1Y | +19.5% | +18.7% | +0.8% | +11.8% |
| 3Y | +65.1% | +354.3% | -289.2% | +9.2% |
| 5Y | +48.7% | +850.7% | -802.0% | -18.2% |
| 10Y | +213.6% | +2,664.3% | -2,450.8% | +39.5% |
| All | +225.6% | +2,369.3% | -2,143.7% | +43.3% |
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