-5.9%
DASH vs INSM
+203.9%
-209.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.1% |
| 7D | -10.2% | +9.8% | -20.0% | -11.4% |
| 30D | -8.2% | +22.5% | -30.7% | -10.7% |
| 3M | -15.9% | -8.9% | -7.0% | -15.2% |
| 6M | +13.3% | +16.2% | -2.9% | +9.5% |
| YTD | -21.3% | -30.6% | +9.3% | -19.1% |
| 1Y | -11.1% | -37.7% | +26.5% | -7.6% |
| 3Y | +103.8% | +408.4% | -304.6% | +40.3% |
| 5Y | -21.6% | +279.6% | -301.2% | -46.0% |
| All | -5.9% | +203.9% | -209.9% | -41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling