+193.4%
ROP vs ACWI
+219.0%
-25.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +2.1% | -2.4% | +4.5% | +4.1% |
| 30D | +32.9% | -5.2% | +38.1% | +38.5% |
| 3M | +20.3% | -4.8% | +25.2% | +24.9% |
| 6M | +36.8% | -1.3% | +38.1% | +36.4% |
| YTD | +8.1% | +8.4% | -0.3% | -1.4% |
| 1Y | +8.3% | +11.0% | -2.8% | -3.5% |
| 3Y | -3.2% | +70.6% | -73.8% | -42.7% |
| 5Y | +1.7% | +55.3% | -53.6% | -34.5% |
| All | +193.4% | +219.0% | -25.7% | -10.2% |
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