-20.3%
RIOT vs INSM
-40.6%
+20.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +5.3% | +4.3% | +9.0% |
| 7D | +6.4% | +13.4% | -7.1% | +4.4% |
| 30D | -20.4% | +5.9% | -26.4% | -21.1% |
| 3M | -28.7% | +11.4% | -40.1% | -30.2% |
| 6M | -17.7% | -21.4% | +3.7% | -14.9% |
| YTD | +21.3% | -36.8% | +58.1% | +28.3% |
| 1Y | -20.3% | -39.8% | +19.6% | -25.1% |
| All | -20.3% | -40.6% | +20.4% | -25.1% |
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