-34.5%
RBLX vs INSM
+219.8%
-254.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.2% |
| 7D | +5.1% | +2.5% | +2.6% | +4.7% |
| 30D | +28.0% | -2.2% | +30.2% | +28.3% |
| 3M | +4.6% | +33.8% | -29.2% | -0.3% |
| 6M | -24.7% | -7.2% | -17.5% | -25.1% |
| YTD | -43.8% | -25.6% | -18.2% | -42.6% |
| 1Y | -65.8% | -11.2% | -54.5% | -66.3% |
| 3Y | +59.4% | +388.3% | -329.0% | +12.0% |
| 5Y | -48.2% | +376.6% | -424.9% | -66.2% |
| All | -34.5% | +219.8% | -254.4% | -51.0% |
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