+185.2%
OCSL vs VT
+374.2%
-189.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.3% | +0.4% | -0.1% | -0.1% |
| 30D | +8.3% | +1.0% | +7.3% | +7.4% |
| 3M | +10.0% | +2.4% | +7.6% | +7.6% |
| 6M | +20.1% | +12.0% | +8.1% | +9.1% |
| YTD | +9.4% | +15.3% | -5.9% | -3.0% |
| 1Y | +6.9% | +22.6% | -15.6% | -9.9% |
| 3Y | -6.5% | +74.7% | -81.2% | -41.5% |
| 5Y | +6.4% | +66.1% | -59.7% | -31.7% |
| 10Y | +85.5% | +225.0% | -139.5% | -33.8% |
| All | +185.2% | +374.2% | -189.0% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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