+225.8%
ROK vs SEI
+606.2%
-380.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +16.3% | -17.4% | -3.8% |
| 7D | +2.8% | +28.8% | -26.1% | -1.7% |
| 30D | -2.4% | +10.4% | -12.8% | -4.4% |
| 3M | -4.7% | -11.4% | +6.7% | -4.2% |
| 6M | +16.8% | +31.2% | -14.4% | +8.9% |
| YTD | +11.4% | +39.7% | -28.4% | +2.0% |
| 1Y | +26.2% | +149.0% | -122.8% | +3.1% |
| 3Y | +51.9% | +560.2% | -508.3% | -7.0% |
| 5Y | +46.4% | +955.7% | -909.3% | -24.7% |
| All | +225.8% | +606.2% | -380.4% | +64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling