-23.6%
RKT vs INSM
+319.5%
-343.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.7% |
| 7D | +6.0% | +2.8% | +3.2% | +5.7% |
| 30D | +0.7% | -4.7% | +5.4% | +1.1% |
| 3M | +11.8% | +32.6% | -20.8% | +7.4% |
| 6M | -7.6% | -10.9% | +3.3% | -7.6% |
| YTD | -28.7% | -28.2% | -0.4% | -26.9% |
| 1Y | -32.6% | -14.9% | -17.7% | -32.6% |
| 3Y | +42.1% | +375.6% | -333.5% | +12.1% |
| 5Y | -7.2% | +349.1% | -356.2% | -29.9% |
| All | -23.6% | +319.5% | -343.1% | -46.7% |
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