-16.9%
OWL vs BNS
+94.7%
-111.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +0.7% |
| 7D | -10.1% | -0.4% | -9.7% | -9.8% |
| 30D | -11.9% | +3.5% | -15.4% | -14.6% |
| 3M | +10.7% | +14.1% | -3.3% | -1.2% |
| 6M | +22.1% | +33.8% | -11.6% | -4.8% |
| YTD | -24.8% | +29.5% | -54.3% | -39.9% |
| 1Y | -39.2% | +48.4% | -87.6% | -56.9% |
| 3Y | +1.7% | +129.6% | -127.8% | -52.0% |
| All | -16.9% | +94.7% | -111.5% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling