+180.7%
ROP vs ACWI
+220.7%
-40.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.0% |
| 7D | +0.2% | -0.2% | +0.3% | +0.2% |
| 30D | +30.3% | -3.3% | +33.6% | +33.5% |
| 3M | +17.8% | -3.4% | +21.2% | +20.6% |
| 6M | +38.9% | +0.8% | +38.1% | +36.1% |
| YTD | +7.6% | +10.7% | -3.1% | -3.6% |
| 1Y | +6.5% | +11.6% | -5.1% | -5.4% |
| 3Y | -6.3% | +73.4% | -79.7% | -45.3% |
| 5Y | +0.9% | +60.2% | -59.3% | -36.8% |
| 10Y | +180.7% | +221.6% | -40.8% | -15.8% |
| All | +180.7% | +220.7% | -40.0% | -15.8% |
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