+808.0%
ROP vs ACWI
+330.0%
+478.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +2.1% | -2.4% | +4.5% | +4.4% |
| 30D | +32.9% | -5.2% | +38.1% | +39.3% |
| 3M | +20.0% | -4.8% | +24.9% | +25.2% |
| 6M | +36.4% | -1.3% | +37.7% | +36.1% |
| YTD | +7.8% | +8.4% | -0.6% | -2.5% |
| 1Y | +8.0% | +11.0% | -3.0% | -4.8% |
| 3Y | -3.5% | +70.6% | -74.0% | -44.9% |
| 5Y | +1.5% | +55.3% | -53.8% | -37.1% |
| 10Y | +198.5% | +223.2% | -24.7% | -12.9% |
| All | +808.0% | +330.0% | +478.0% | +80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling