+0.5%
OWL vs BNS
+129.0%
-128.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.4% |
| 7D | -11.9% | -2.2% | -9.7% | -10.7% |
| 30D | -13.7% | +4.5% | -18.2% | -16.2% |
| 3M | +12.3% | +14.9% | -2.6% | +2.6% |
| 6M | +15.0% | +32.5% | -17.5% | -3.8% |
| YTD | -25.7% | +28.6% | -54.3% | -36.8% |
| 1Y | -39.5% | +48.4% | -87.9% | -53.1% |
| All | +0.5% | +129.0% | -128.5% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling