+203.9%
DOCN vs INSM
+359.5%
-155.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.2% | -2.7% | +2.1% |
| 7D | -19.2% | +1.6% | -20.8% | -19.3% |
| 30D | -43.1% | +12.5% | -55.5% | -43.6% |
| 3M | -40.7% | -13.7% | -27.0% | -40.1% |
| 6M | -55.0% | -16.5% | -38.4% | -54.7% |
| YTD | +50.6% | -34.3% | +84.9% | +54.2% |
| 1Y | +54.0% | -38.4% | +92.3% | +58.0% |
| 3Y | +203.9% | +379.9% | -176.0% | +161.8% |
| All | +203.9% | +359.5% | -155.6% | +161.8% |
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