+30.9%
OWL vs BNS
+130.0%
-99.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +0.8% |
| 7D | -10.1% | -0.4% | -9.7% | -9.8% |
| 30D | -11.9% | +3.5% | -15.4% | -14.4% |
| 3M | +10.7% | +14.1% | -3.3% | -0.3% |
| 6M | +22.1% | +33.8% | -11.6% | -2.8% |
| YTD | -24.8% | +29.5% | -54.3% | -38.8% |
| 1Y | -39.2% | +48.4% | -87.6% | -55.6% |
| 3Y | +1.7% | +129.6% | -127.8% | -48.5% |
| 5Y | -15.5% | +96.1% | -111.6% | -49.6% |
| All | +30.9% | +130.0% | -99.1% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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