-9.7%
RKT vs INSM
+352.6%
-362.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.7% |
| 7D | -7.2% | +0.5% | -7.7% | -7.3% |
| 30D | -7.9% | -4.0% | -3.9% | -7.6% |
| 3M | +5.2% | +38.5% | -33.3% | +0.8% |
| 6M | -14.9% | -11.5% | -3.4% | -14.8% |
| YTD | -31.9% | -26.9% | -5.0% | -30.4% |
| 1Y | -36.9% | -12.8% | -24.1% | -37.1% |
| 3Y | +35.7% | +384.7% | -349.0% | +10.6% |
| 5Y | -9.7% | +368.8% | -378.5% | -30.4% |
| All | -9.7% | +352.6% | -362.3% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling