+333.1%
RCL vs INSM
+884.9%
-551.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | +0.2% |
| 7D | -1.9% | +2.5% | -4.4% | -2.2% |
| 30D | -15.5% | -2.2% | -13.4% | -15.4% |
| 3M | -9.7% | +33.8% | -43.5% | -13.9% |
| 6M | -8.7% | -7.2% | -1.6% | -9.3% |
| YTD | -5.8% | -25.6% | +19.9% | -3.8% |
| 1Y | -24.5% | -11.2% | -13.2% | -25.0% |
| 3Y | +173.9% | +388.3% | -214.4% | +101.7% |
| 5Y | +228.0% | +376.6% | -148.7% | +136.8% |
| All | +333.1% | +884.9% | -551.8% | +209.5% |
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 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