+7,064.0%
ROL vs INSM
-21.1%
+7,085.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -1.4% | +6.5% | -8.0% | -1.7% |
| 30D | -4.1% | +27.5% | -31.6% | -5.3% |
| 3M | -22.5% | +20.4% | -42.9% | -23.4% |
| 6M | -37.7% | -15.7% | -21.9% | -37.6% |
| YTD | -39.6% | -27.4% | -12.1% | -39.1% |
| 1Y | -36.0% | -11.4% | -24.6% | -36.2% |
| 3Y | -5.1% | +457.8% | -463.0% | -14.9% |
| 5Y | -3.4% | +343.0% | -346.3% | -13.3% |
| 10Y | +215.2% | +848.1% | -632.9% | +161.0% |
| All | +7,064.0% | -21.1% | +7,085.1% | +5,049.3% |
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 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