+141.9%
OCSL vs SPY
+699.4%
-557.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +8.3% | +0.1% | +8.2% | +8.2% |
| 3M | +10.0% | +2.0% | +8.0% | +8.0% |
| 6M | +20.1% | +13.0% | +7.0% | +8.2% |
| YTD | +9.4% | +13.5% | -4.1% | -1.8% |
| 1Y | +6.9% | +20.0% | -13.0% | -8.4% |
| 3Y | -6.5% | +77.2% | -83.7% | -43.2% |
| 5Y | +6.4% | +81.9% | -75.4% | -38.2% |
| 10Y | +85.5% | +314.1% | -228.6% | -50.9% |
| All | +141.9% | +699.4% | -557.5% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling