+334.0%
OKLO vs INSM
+363.2%
-29.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.1% | +5.0% |
| 7D | +12.4% | +2.8% | +9.6% | +12.1% |
| 30D | -10.6% | -4.7% | -5.8% | -10.2% |
| 3M | -26.5% | +32.6% | -59.1% | -28.8% |
| 6M | -25.6% | -10.9% | -14.8% | -25.5% |
| YTD | -39.6% | -28.2% | -11.4% | -38.5% |
| 1Y | -38.8% | -14.9% | -23.9% | -38.5% |
| 3Y | +318.1% | +375.6% | -57.5% | +281.2% |
| 5Y | +339.7% | +349.1% | -9.4% | +300.1% |
| All | +334.0% | +363.2% | -29.3% | +296.5% |
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 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