+173.5%
RCL vs INSM
+390.5%
-217.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.9% | -1.9% |
| 7D | -2.2% | +1.7% | -3.9% | -2.3% |
| 30D | -15.7% | -4.4% | -11.2% | -15.5% |
| 3M | -8.0% | +30.0% | -38.0% | -9.5% |
| 6M | -10.1% | -10.0% | -0.1% | -10.1% |
| YTD | -5.9% | -26.0% | +20.1% | -5.1% |
| 1Y | -23.5% | -12.5% | -11.0% | -23.5% |
| All | +173.5% | +390.5% | -217.0% | +166.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling