-11.2%
OBDC vs SPY
+18.8%
-30.0%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.1% |
| 7D | -1.9% | -0.4% | -1.6% | -1.6% |
| 30D | -3.4% | -1.4% | -2.0% | -2.2% |
| 3M | +2.9% | +3.7% | -0.8% | -0.3% |
| 6M | +4.1% | +13.0% | -8.9% | -7.0% |
| YTD | -4.4% | +12.4% | -16.8% | -14.3% |
| 1Y | -11.2% | +18.5% | -29.7% | -21.3% |
| All | -11.2% | +18.8% | -30.0% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling