+137.7%
OCSL vs SPY
+665.1%
-527.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | +3.0% | -2.7% | +5.7% | +5.2% |
| 30D | +7.3% | -5.4% | +12.7% | +12.1% |
| 3M | +0.9% | -4.1% | +5.0% | +4.2% |
| 6M | +5.5% | +0.7% | +4.8% | +4.5% |
| YTD | +7.5% | +8.7% | -1.2% | -0.2% |
| 1Y | +4.5% | +10.9% | -6.3% | -4.6% |
| 3Y | -8.0% | +75.0% | -83.0% | -43.7% |
| 5Y | +0.7% | +67.8% | -67.1% | -37.5% |
| 10Y | +119.0% | +312.9% | -193.9% | -42.4% |
| All | +137.7% | +665.1% | -527.4% | -71.5% |
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