+161.0%
DAL vs INSM
+416.0%
-255.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -3.0% | -0.4% |
| 7D | -1.1% | +5.9% | -7.0% | -1.2% |
| 30D | +12.8% | +23.9% | -11.1% | +12.3% |
| 3M | -5.3% | -4.1% | -1.2% | -5.3% |
| 6M | +22.4% | +2.7% | +19.7% | +22.0% |
| YTD | +25.6% | -30.4% | +56.0% | +25.8% |
| 1Y | +45.5% | -36.6% | +82.1% | +45.8% |
| 3Y | +161.0% | +406.9% | -246.0% | +163.3% |
| All | +161.0% | +416.0% | -255.1% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 3y: compounded portfolio wealth divided by compounded INSM 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…
3y analysis · Full analysis span regression · 6 months rolling