It used to be faster than Linux for that, but that's been a while ago.
I moved some stuff away from OpenBSD when the release of Linux 2.4 implemented all missing firewall functionality - but kept others still due to the early issues with the 2.4 kernel. But by the time 2.5 was getting decent - roughly a year before the 2.6 release - in most cases just using Linux with a custom 2.5 kernel was the better option.
I moved some stuff away from OpenBSD when the release of Linux 2.4 implemented all missing firewall functionality - but kept others still due to the early issues with the 2.4 kernel. But by the time 2.5 was getting decent - roughly a year before the 2.6 release - in most cases just using Linux with a custom 2.5 kernel was the better option.