+183.6%
ROP vs ACWI
+226.8%
-43.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.7% | -3.2% |
| 7D | -1.6% | +0.3% | -2.0% | -2.1% |
| 30D | +29.5% | -2.8% | +32.4% | +32.2% |
| 3M | +17.5% | -3.2% | +20.7% | +20.2% |
| 6M | +38.1% | +1.3% | +36.8% | +34.8% |
| YTD | +7.0% | +11.2% | -4.2% | -4.6% |
| 1Y | +6.5% | +13.8% | -7.2% | -7.0% |
| 3Y | -5.5% | +76.2% | -81.7% | -45.6% |
| 5Y | -0.4% | +59.5% | -59.9% | -37.3% |
| 10Y | +183.6% | +222.2% | -38.6% | -14.1% |
| All | +183.6% | +226.8% | -43.3% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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