+183.1%
ROP vs NWSA
+141.7%
+41.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.8% |
| 7D | -2.7% | -0.8% | -1.9% | -2.4% |
| 30D | +29.7% | -11.3% | +41.1% | +34.7% |
| 3M | +21.2% | -8.1% | +29.3% | +24.3% |
| 6M | +48.3% | -0.7% | +48.9% | +47.7% |
| YTD | +8.4% | +1.3% | +7.1% | +7.0% |
| 1Y | +6.0% | -1.3% | +7.3% | +5.6% |
| 3Y | -5.6% | +28.4% | -34.0% | -15.1% |
| 5Y | +1.3% | +15.3% | -14.0% | -8.0% |
| All | +183.1% | +141.7% | +41.4% | +77.4% |
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