-48.1%
RDDT vs INSM
-39.9%
-8.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +5.3% | +0.6% | +5.8% |
| 7D | -24.4% | +13.4% | -37.8% | -24.7% |
| 30D | -32.3% | +5.9% | -38.2% | -32.4% |
| 3M | -36.3% | +11.4% | -47.7% | -37.4% |
| 6M | -39.7% | -21.4% | -18.3% | -37.9% |
| YTD | -55.7% | -36.8% | -18.9% | -52.8% |
| All | -48.1% | -39.9% | -8.2% | -49.2% |
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