+435.6%
RIO vs SEI
+644.4%
-208.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | -0.2% |
| 7D | -3.2% | +22.6% | -25.8% | -6.4% |
| 30D | +0.9% | +9.1% | -8.2% | -0.9% |
| 3M | -1.4% | -11.3% | +9.9% | -1.0% |
| 6M | +10.9% | +22.0% | -11.1% | +5.1% |
| YTD | +31.2% | +47.3% | -16.1% | +19.6% |
| 1Y | +67.9% | +124.8% | -56.9% | +41.2% |
| 3Y | +88.8% | +591.3% | -502.5% | +12.6% |
| 5Y | +93.1% | +1,008.2% | -915.1% | -3.0% |
| All | +435.6% | +644.4% | -208.8% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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