+184.4%
ROP vs ACWI
+224.5%
-40.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.7% |
| 7D | +0.7% | +2.4% | -1.7% | -1.4% |
| 30D | +28.8% | -1.7% | +30.5% | +30.1% |
| 3M | +21.1% | -3.9% | +25.0% | +24.6% |
| 6M | +52.5% | +0.8% | +51.7% | +49.5% |
| YTD | +8.9% | +11.0% | -2.2% | -2.8% |
| 1Y | +8.2% | +13.1% | -4.9% | -5.0% |
| 3Y | -5.2% | +73.9% | -79.0% | -44.8% |
| 5Y | +1.7% | +59.0% | -57.3% | -35.8% |
| All | +184.4% | +224.5% | -40.1% | -16.2% |
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