+34.6%
OWL vs INSM
+217.1%
-182.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.1% | -6.3% | -3.5% |
| 7D | -6.4% | +1.7% | -8.1% | -6.5% |
| 30D | -5.0% | -4.4% | -0.6% | -4.7% |
| 3M | +15.4% | +30.0% | -14.6% | +11.8% |
| 6M | +15.5% | -10.0% | +25.5% | +15.3% |
| YTD | -22.7% | -26.0% | +3.3% | -21.5% |
| 1Y | -34.1% | -12.5% | -21.6% | -34.6% |
| 3Y | +5.1% | +390.5% | -385.4% | -16.0% |
| 5Y | -11.5% | +357.7% | -369.2% | -33.2% |
| All | +34.6% | +217.1% | -182.5% | +1.7% |
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