+91.0%
DOCN vs INSM
-37.5%
+128.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.6% | -6.8% | -4.2% |
| 7D | +19.1% | +5.9% | +13.2% | +18.9% |
| 30D | -21.0% | +23.9% | -44.9% | -21.6% |
| 3M | -34.7% | -4.1% | -30.7% | -34.3% |
| 6M | -45.8% | +2.7% | -48.5% | -45.0% |
| YTD | +79.4% | -30.4% | +109.8% | +81.4% |
| 1Y | +91.0% | -36.6% | +127.6% | +88.9% |
| All | +91.0% | -37.5% | +128.5% | +88.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling