+21.1%
ODFL vs BROS
-32.8%
+53.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | -3.3% | -5.8% | +2.5% | -1.9% |
| 30D | -15.3% | -14.0% | -1.3% | -12.3% |
| 3M | -27.3% | -32.5% | +5.2% | -21.2% |
| 6M | -4.5% | -14.9% | +10.4% | -4.3% |
| YTD | +15.1% | -28.3% | +43.4% | +20.6% |
| 1Y | +21.1% | -34.0% | +55.1% | +21.0% |
| All | +21.1% | -32.8% | +53.9% | +21.0% |
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