+0.6%
ROP vs ACWI
+54.8%
-54.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +2.1% | -2.4% | +4.5% | +3.6% |
| 30D | +32.9% | -5.2% | +38.1% | +37.1% |
| 3M | +20.0% | -4.8% | +24.9% | +23.4% |
| 6M | +36.4% | -1.3% | +37.7% | +36.1% |
| YTD | +7.8% | +8.4% | -0.6% | 0.0% |
| 1Y | +8.0% | +11.0% | -3.0% | -1.8% |
| 3Y | -3.5% | +70.6% | -74.0% | -37.8% |
| All | +0.6% | +54.8% | -54.2% | -31.4% |
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