+2.0%
RDW vs INSM
+252.0%
-250.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.6% |
| 7D | +0.9% | +2.5% | -1.6% | +0.4% |
| 30D | -21.3% | -2.2% | -19.1% | -21.1% |
| 3M | -37.9% | +33.8% | -71.7% | -41.0% |
| 6M | +12.3% | -7.2% | +19.4% | +11.7% |
| YTD | +39.7% | -25.6% | +65.4% | +43.8% |
| 1Y | +25.7% | -11.2% | +36.9% | +24.9% |
| 3Y | +230.8% | +388.3% | -157.5% | +152.2% |
| 5Y | -8.8% | +376.6% | -385.4% | -34.7% |
| All | +2.0% | +252.0% | -250.0% | -26.5% |
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 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