+32,809.5%
ODFL vs BRO
+20,355.4%
+12,454.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -3.3% | -7.3% | +4.1% | -1.1% |
| 30D | -15.3% | -6.9% | -8.4% | -13.6% |
| 3M | -27.3% | +10.7% | -38.0% | -29.8% |
| 6M | -4.5% | -2.7% | -1.8% | -4.5% |
| YTD | +15.1% | -16.3% | +31.5% | +20.1% |
| 1Y | +21.1% | -29.1% | +50.2% | +32.2% |
| 3Y | -14.1% | -7.8% | -6.3% | -13.8% |
| 5Y | +26.6% | +18.7% | +7.9% | +17.9% |
| 10Y | +736.4% | +291.9% | +444.5% | +476.2% |
| All | +32,809.5% | +20,355.4% | +12,454.1% | +16,714.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling