+1.3%
ROP vs ACWI
+60.2%
-58.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.4% |
| 7D | -2.7% | +2.7% | -5.4% | -4.3% |
| 30D | +29.7% | -2.6% | +32.3% | +31.5% |
| 3M | +21.2% | -3.2% | +24.4% | +23.3% |
| 6M | +48.3% | +1.9% | +46.4% | +44.9% |
| YTD | +8.4% | +11.3% | -3.0% | -1.2% |
| 1Y | +6.0% | +11.7% | -5.7% | -3.6% |
| 3Y | -5.6% | +74.4% | -80.0% | -40.0% |
| 5Y | +1.3% | +59.5% | -58.2% | -32.3% |
| All | +1.3% | +60.2% | -58.9% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling