-4.2%
ROL vs INSM
+365.8%
-370.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.3% |
| 7D | -3.3% | +1.7% | -5.0% | -3.3% |
| 30D | -7.2% | -4.4% | -2.8% | -7.1% |
| 3M | -27.0% | +30.0% | -57.0% | -27.7% |
| 6M | -39.5% | -10.0% | -29.5% | -39.5% |
| YTD | -41.8% | -26.0% | -15.8% | -41.4% |
| 1Y | -38.9% | -12.5% | -26.4% | -38.8% |
| 3Y | -0.4% | +390.5% | -390.9% | -5.9% |
| 5Y | -4.2% | +357.7% | -361.9% | -12.3% |
| All | -4.2% | +365.8% | -370.0% | -12.3% |
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