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Portfolio resilience through private markets.
Welcome
Asset class diversification.
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Provenance Spring is a technology platform that provides access to information about private-market investment opportunities. Provenance Spring is not authorised or regulated by the Financial Conduct Authority ( 'FCA' ) and does not conduct any regulated activities under the Financial Services and Markets Act 2000 ( 'FSMA' ).
Nothing on Provenance Spring constitutes:
All information is provided for informational and educational purposes only.
Any investment or commercial transaction is made directly between the investor and the issuer, outside of the Provenance Spring platform.
Investing in private markets, early-stage companies, digital assets, and alternative investments involves substantial risks, including loss of capital, dilution, illiquidity, long holding periods, and regulatory limitations. Past performance is not indicative of future results.
Users should undertake their own independent due diligence and seek professional financial, legal, tax, and regulatory advice before making any investment decision. Provenance Spring does not verify or guarantee the accuracy or completeness of information provided by third-party issuers or contributors.
By using Provenance Spring, you acknowledge and accept this disclosure and agree that your use of the platform is at your own risk.
Systematic relative return strategies use quantitative models to outperform a specific benchmark or index rather than targeting positive returns in isolation like absolute return strategies. The algorithms of a systematic relative return strategy overweighs or underweighs assets and instruments versus a target benchmark such as Bitcoin, aiming to generate alpha while retaining meaningful exposure to the market’s overall direction.
Performance is measured relative to the target benchmark – beating it in a downturn still counts as performance, even with a negative return. This approach suits investors seeking disciplined, model-driven outperformance within a familiar market exposure, rather than independence from it.
24/7 execution and transparency of orders and balances for investors, instantly composable with various protocols, while funds remain in non-custodial smart contracts removing reliance on central brokers and custodians.
Rules-based models systematically overweight or underweight assets and instruments versus a target benchmark, aiming to generate consistent alpha through repeatable logic rather than discretionary human management.
Investors retain meaningful correlation to the overall direction of the benchmark, making performance easier to contextualize and integrate alongside existing portfolio composition.
As deviations from the benchmark are typically controlled and measured, these strategies offer active outperformance with more contained risk than benchmark-agnostic approaches.
Algorithms can monitor and execute orders across a benchmark’s full universe of assets and instruments simultaneously, identifying mispricings or factor tilts at a scale and speed manual approaches cannot.
Clearly defined rules make performance drivers easier to explain, backtest, and audit, offering investors greater clarity into why and how returns were generated versus discretionary strategies.
Relative return strategies are typically designed for high-net-worth investors, institutional investors like investment funds, insurance companies and endowments that accept market risk and judge success by outperforming a benchmark like Bitcoin in rising, falling, or ranging market conditions. Relative return strategies on oc.finance follow these principles.
Relative return strategies offered by hedge funds typically feature a two-part fee structure: a management fee of 1% to 2% of assets under management (AUM), and a performance fee of 10% to 20% on net profits. Relative return strategies on oc.finance follow this structure.
Relative return strategies offered by hedge funds typically enforce an initial lock-up period of 6 months to 1 year, during which redemptions are prohibited or penalized. Relative return strategies on oc.finance differ from this norm with lock-up periods of 24 hours.
Relative return strategies operating on-chain face technical risks including but not limited to: smart contract bugs, oracle failures, bridge vulnerabilities, and composability risks that can cause sudden loss of funds or total strategy failure. These risks apply to absolute return strategies on oc.finance.
Absolute return strategies operating on-chain face non-technical risks including but not limited to: regulatory uncertainty, counterparty and legal default, operational failure, and governance manipulation. These risks apply to absolute return strategies on oc.finance.
