+105.0%
OCSL vs SPY
+315.0%
-210.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -1.6% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +7.8% | -3.3% | +11.1% | +10.0% |
| 3M | -1.0% | -2.4% | +1.4% | +0.4% |
| 6M | +8.7% | +2.6% | +6.1% | +6.5% |
| YTD | +7.5% | +11.2% | -3.7% | -0.2% |
| 1Y | +3.3% | +13.4% | -10.1% | -5.4% |
| 3Y | -7.9% | +79.9% | -87.8% | -39.0% |
| 5Y | +0.6% | +72.2% | -71.6% | -32.1% |
| 10Y | +105.0% | +307.3% | -202.4% | -21.0% |
| All | +105.0% | +315.0% | -210.0% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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