+205.1%
ROL vs INSM
+868.6%
-663.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.1% |
| 7D | -3.2% | +0.5% | -3.7% | -3.2% |
| 30D | -6.6% | -4.0% | -2.6% | -6.5% |
| 3M | -27.3% | +38.5% | -65.8% | -28.6% |
| 6M | -38.1% | -11.5% | -26.6% | -38.1% |
| YTD | -41.8% | -26.9% | -14.9% | -41.3% |
| 1Y | -37.8% | -12.8% | -25.0% | -37.9% |
| 3Y | -0.3% | +384.7% | -385.0% | -10.1% |
| 5Y | -5.1% | +368.8% | -373.9% | -15.6% |
| All | +205.1% | +868.6% | -663.6% | +160.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling