-15.8%
ROP vs ACWI
+76.1%
-91.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.5% | -3.6% |
| 7D | -4.4% | +0.5% | -4.9% | -4.7% |
| 30D | +3.2% | +0.9% | +2.4% | +2.8% |
| 3M | +23.1% | +2.4% | +20.7% | +21.3% |
| 6M | +13.3% | +12.4% | +0.9% | +5.0% |
| YTD | -7.9% | +15.2% | -23.0% | -16.2% |
| 1Y | -22.1% | +22.7% | -44.8% | -32.7% |
| All | -15.8% | +76.1% | -91.9% | -45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling