+129.7%
ROP vs NWSA
+148.8%
-19.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -8.0% | -4.8% | -3.2% | -6.4% |
| 30D | -2.7% | +3.0% | -5.7% | -3.7% |
| 3M | +16.6% | +9.3% | +7.3% | +13.0% |
| 6M | +10.4% | +23.2% | -12.8% | +2.5% |
| YTD | -12.1% | +13.3% | -25.4% | -16.1% |
| 1Y | -23.6% | +2.9% | -26.5% | -24.9% |
| 3Y | -19.3% | +43.3% | -62.7% | -29.9% |
| 5Y | -15.4% | +40.9% | -56.2% | -28.2% |
| All | +129.7% | +148.8% | -19.1% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling