-13.1%
ODFL vs BROS
+62.9%
-76.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.4% |
| 7D | -3.0% | -6.6% | +3.6% | -2.1% |
| 30D | -14.3% | -12.3% | -1.9% | -12.7% |
| 3M | -26.7% | -22.2% | -4.5% | -24.6% |
| 6M | -7.5% | -14.3% | +6.8% | -6.4% |
| YTD | +16.5% | -26.6% | +43.1% | +20.0% |
| 1Y | +23.5% | -31.5% | +55.0% | +27.8% |
| All | -13.1% | +62.9% | -76.0% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling