+55.1%
OBDC vs SPY
+185.5%
-130.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.6% |
| 7D | -1.8% | +0.5% | -2.3% | -2.2% |
| 30D | -3.9% | -0.9% | -2.9% | -3.2% |
| 3M | +4.8% | +3.9% | +0.9% | +1.8% |
| 6M | +3.9% | +14.5% | -10.6% | -6.3% |
| YTD | -4.1% | +12.9% | -17.1% | -12.5% |
| 1Y | -11.8% | +19.4% | -31.1% | -22.8% |
| 3Y | +16.4% | +78.5% | -62.0% | -25.4% |
| 5Y | +33.9% | +81.8% | -47.8% | -16.5% |
| All | +55.1% | +185.5% | -130.4% | -37.3% |
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