+4,937.2%
OKE vs INSM
-19.1%
+4,956.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.7% | +0.8% |
| 7D | +1.2% | +2.5% | -1.2% | +1.1% |
| 30D | +4.5% | -2.2% | +6.7% | +4.6% |
| 3M | +9.6% | +33.8% | -24.2% | +7.4% |
| 6M | +15.4% | -7.2% | +22.5% | +14.9% |
| YTD | +36.5% | -25.6% | +62.1% | +37.6% |
| 1Y | +39.0% | -11.2% | +50.2% | +38.4% |
| 3Y | +74.3% | +388.3% | -314.0% | +51.5% |
| 5Y | +141.2% | +376.6% | -235.4% | +107.2% |
| 10Y | +262.1% | +881.9% | -619.8% | +188.6% |
| All | +4,937.2% | -19.1% | +4,956.3% | +3,344.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling