-26.6%
OWL vs INSM
-40.6%
+14.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.3% | -2.2% | +2.9% |
| 7D | +10.1% | +13.4% | -3.3% | +9.7% |
| 30D | +18.7% | +5.9% | +12.8% | +18.2% |
| 3M | -6.2% | +11.4% | -17.6% | -6.7% |
| 6M | +9.8% | -21.4% | +31.2% | +8.5% |
| YTD | -24.2% | -36.8% | +12.6% | -26.6% |
| 1Y | -26.6% | -39.8% | +13.2% | -29.3% |
| All | -26.6% | -40.6% | +14.1% | -29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling