-29.7%
OWL vs INSM
-11.6%
-18.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -2.2% | +6.5% | -8.8% | -2.1% |
| 30D | +3.7% | +27.5% | -23.9% | +4.2% |
| 3M | +17.5% | +20.4% | -2.8% | +18.0% |
| 6M | +18.5% | -15.7% | +34.3% | +16.4% |
| YTD | -16.3% | -27.4% | +11.1% | -18.9% |
| 1Y | -29.7% | -11.4% | -18.3% | -31.5% |
| All | -29.7% | -11.6% | -18.1% | -31.5% |
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 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