-33.5%
RDDT vs INSM
-11.6%
-21.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | +1.0% | +6.5% | -5.6% | +0.8% |
| 30D | -0.5% | +27.5% | -28.1% | -1.8% |
| 3M | -16.0% | +20.4% | -36.4% | -16.7% |
| 6M | +4.9% | -15.7% | +20.6% | +6.0% |
| YTD | -32.8% | -27.4% | -5.4% | -32.4% |
| 1Y | -33.5% | -11.4% | -22.1% | -26.9% |
| All | -33.5% | -11.6% | -21.9% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling