-11.8%
ROP vs ACWI
+67.7%
-79.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.5% | -3.5% |
| 7D | -4.4% | +0.5% | -4.9% | -4.7% |
| 30D | +3.2% | +0.9% | +2.4% | +2.6% |
| 3M | +23.1% | +2.4% | +20.7% | +20.6% |
| 6M | +13.3% | +12.4% | +0.9% | +3.4% |
| YTD | -7.9% | +15.2% | -23.0% | -17.5% |
| 1Y | -22.1% | +22.7% | -44.8% | -33.7% |
| 3Y | -16.8% | +75.8% | -92.6% | -47.0% |
| All | -11.8% | +67.7% | -79.5% | -42.9% |
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