+833.7%
INSM vs ODFL
+742.1%
+91.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +2.5% | -3.3% | +5.7% | +3.9% |
| 30D | -2.2% | -15.3% | +13.1% | +4.7% |
| 3M | +33.8% | -27.3% | +61.1% | +51.7% |
| 6M | -7.2% | -4.5% | -2.7% | -7.4% |
| YTD | -25.6% | +15.1% | -40.8% | -32.9% |
| 1Y | -11.2% | +21.1% | -32.3% | -22.6% |
| 3Y | +388.3% | -14.1% | +402.4% | +373.4% |
| 5Y | +376.6% | +26.6% | +350.1% | +238.3% |
| All | +833.7% | +742.1% | +91.6% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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