The default installed OpenSSL by brew is actually LibreSSL:
$ openssl version
LibreSSL 2.8.3
The method of building real OpenSSL is like this:
$ git clone https://github.com/openssl/openssl.git
$ cd openssl
$ mkdir build
$ cd build
$ ../Configure darwin64-x86_64 --debug --prefix=/Users/nanxiao/install
$ make
$ make install
Check the freshly built OpenSSL:
$ /Users/nanxiao/install/bin/openssl version
OpenSSL 3.0.0-beta2-dev (Library: OpenSSL 3.0.0-beta2-dev )