+7,707.7%
ROL vs INSM
-24.3%
+7,732.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | -0.1% | +2.4% |
| 7D | +3.0% | +5.9% | -2.9% | +2.7% |
| 30D | +19.8% | +23.9% | -4.1% | +18.6% |
| 3M | +7.9% | -4.1% | +12.0% | +8.0% |
| 6M | -25.6% | +2.7% | -28.3% | -26.1% |
| YTD | -34.1% | -30.4% | -3.8% | -33.6% |
| 1Y | -31.4% | -36.6% | +5.2% | -30.6% |
| 3Y | +4.7% | +406.9% | -402.3% | -5.6% |
| 5Y | +15.6% | +280.3% | -264.7% | +4.5% |
| 10Y | +220.6% | +738.5% | -517.9% | +167.0% |
| All | +7,707.7% | -24.3% | +7,732.0% | +5,516.2% |
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