+719.8%
ODFL vs BRO
+294.2%
+425.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -3.3% | -7.3% | +4.1% | +0.5% |
| 30D | -15.3% | -6.9% | -8.4% | -12.4% |
| 3M | -27.3% | +10.7% | -38.0% | -31.9% |
| 6M | -4.5% | -2.7% | -1.8% | -4.7% |
| YTD | +15.1% | -16.3% | +31.5% | +24.2% |
| 1Y | +21.1% | -29.1% | +50.2% | +42.4% |
| 3Y | -14.1% | -7.8% | -6.3% | -16.1% |
| 5Y | +26.6% | +18.7% | +7.9% | +3.1% |
| All | +719.8% | +294.2% | +425.6% | +200.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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