+184.0%
ROP vs ACWI
+227.3%
-43.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | -0.3% |
| 7D | -2.9% | -0.7% | -2.3% | -2.6% |
| 30D | +30.1% | -2.0% | +32.0% | +31.8% |
| 3M | +19.9% | -2.2% | +22.0% | +21.5% |
| 6M | +46.0% | +1.9% | +44.1% | +41.8% |
| YTD | +8.4% | +12.0% | -3.6% | -3.9% |
| 1Y | +8.8% | +12.5% | -3.7% | -4.0% |
| 3Y | -5.6% | +75.4% | -81.0% | -45.4% |
| 5Y | +3.0% | +61.5% | -58.5% | -35.9% |
| 10Y | +184.0% | +227.1% | -43.1% | -16.0% |
| All | +184.0% | +227.3% | -43.3% | -16.0% |
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