+82.0%
USO vs INSM
+884.9%
-802.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.3% |
| 7D | +9.1% | +2.5% | +6.6% | +9.0% |
| 30D | +21.7% | -2.2% | +23.9% | +21.8% |
| 3M | +20.2% | +33.8% | -13.6% | +18.0% |
| 6M | +43.4% | -7.2% | +50.5% | +42.8% |
| YTD | +124.0% | -25.6% | +149.6% | +125.8% |
| 1Y | +112.2% | -11.2% | +123.4% | +111.1% |
| 3Y | +97.7% | +388.3% | -290.7% | +70.7% |
| 5Y | +217.4% | +376.6% | -159.2% | +169.3% |
| All | +82.0% | +884.9% | -802.9% | +43.8% |
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