+23.2%
ODFL vs BROS
+10.5%
+12.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.5% | -4.8% | +0.7% |
| 7D | +5.8% | +6.3% | -0.5% | +4.8% |
| 30D | -5.3% | -8.3% | +3.0% | -4.5% |
| 3M | -19.0% | -29.8% | +10.8% | -14.9% |
| 6M | -7.5% | -25.8% | +18.3% | -4.3% |
| YTD | +11.8% | -41.4% | +53.1% | +19.2% |
| 1Y | +29.7% | -35.2% | +64.8% | +36.2% |
| 3Y | -9.1% | +32.8% | -41.9% | -18.0% |
| 5Y | +0.2% | -42.2% | +42.4% | -5.2% |
| All | +23.2% | +10.5% | +12.7% | +13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling