-10.4%
RKT vs INSM
-40.6%
+30.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +5.3% | +3.4% | +8.2% |
| 7D | +29.7% | +13.4% | +16.3% | +28.1% |
| 30D | +28.5% | +5.9% | +22.6% | +27.6% |
| 3M | +6.4% | +11.4% | -5.0% | +4.0% |
| 6M | +7.1% | -21.4% | +28.6% | +11.9% |
| YTD | -22.5% | -36.8% | +14.3% | -15.9% |
| 1Y | -10.4% | -39.8% | +29.4% | -8.6% |
| All | -10.4% | -40.6% | +30.2% | -8.6% |
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