+262.9%
OKLO vs INSM
+380.0%
-117.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.7% | -10.9% | -9.3% |
| 7D | -12.2% | +2.5% | -14.7% | -12.4% |
| 30D | -19.7% | -2.2% | -17.6% | -19.6% |
| 3M | -37.4% | +33.8% | -71.2% | -39.4% |
| 6M | -42.3% | -7.2% | -35.1% | -42.4% |
| YTD | -49.5% | -25.6% | -23.9% | -48.7% |
| 1Y | -54.7% | -11.2% | -43.5% | -54.7% |
| 3Y | +249.6% | +388.3% | -138.7% | +217.8% |
| 5Y | +268.1% | +376.6% | -108.6% | +233.6% |
| All | +262.9% | +380.0% | -117.1% | +230.5% |
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