+30.9%
OWL vs INSM
+218.6%
-187.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.4% | +1.1% |
| 7D | -10.1% | +2.5% | -12.6% | -10.3% |
| 30D | -11.9% | -2.2% | -9.8% | -11.8% |
| 3M | +10.7% | +33.8% | -23.1% | +7.0% |
| 6M | +22.1% | -7.2% | +29.3% | +21.6% |
| YTD | -24.8% | -25.6% | +0.8% | -23.7% |
| 1Y | -39.2% | -11.2% | -28.0% | -39.8% |
| 3Y | +1.7% | +388.3% | -386.6% | -18.5% |
| 5Y | -15.5% | +376.6% | -392.1% | -36.3% |
| All | +30.9% | +218.6% | -187.7% | -1.2% |
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