+305.3%
OKLO vs INSM
+352.6%
-47.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.2% | -5.1% | -6.2% |
| 7D | +0.1% | +0.5% | -0.4% | 0.0% |
| 30D | -15.2% | -4.0% | -11.2% | -14.9% |
| 3M | -26.2% | +38.5% | -64.7% | -28.8% |
| 6M | -35.0% | -11.5% | -23.5% | -34.9% |
| YTD | -44.4% | -26.9% | -17.6% | -43.4% |
| 1Y | -45.9% | -12.8% | -33.1% | -45.8% |
| 3Y | +284.9% | +384.7% | -99.7% | +250.4% |
| 5Y | +305.3% | +368.8% | -63.5% | +267.5% |
| All | +305.3% | +352.6% | -47.3% | +267.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling