-5.2%
DASH vs INSM
+188.0%
-193.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.3% | -0.8% |
| 7D | +0.4% | +1.6% | -1.2% | +0.2% |
| 30D | -6.0% | +12.5% | -18.5% | -7.5% |
| 3M | -15.8% | -13.7% | -2.1% | -14.4% |
| 6M | +7.0% | -16.5% | +23.5% | +7.5% |
| YTD | -20.7% | -34.3% | +13.6% | -17.9% |
| 1Y | -8.5% | -38.4% | +29.8% | -4.8% |
| 3Y | +101.8% | +379.9% | -278.1% | +40.1% |
| 5Y | -9.6% | +242.2% | -251.8% | -36.7% |
| All | -5.2% | +188.0% | -193.2% | -40.7% |
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