+27.7%
ODFL vs BROS
-18.6%
+46.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | 0.0% | +0.7% |
| 7D | +3.5% | +2.5% | +1.0% | +2.9% |
| 30D | 0.0% | +15.1% | -15.1% | -3.6% |
| 3M | -18.1% | -31.4% | +13.3% | -11.0% |
| 6M | -6.4% | -22.6% | +16.2% | -3.3% |
| YTD | +14.9% | -28.1% | +43.0% | +20.9% |
| 1Y | +27.7% | -20.3% | +48.0% | +27.2% |
| All | +27.7% | -18.6% | +46.3% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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