-34.7%
ROL vs SEI
+18.6%
-53.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -16.9% | +19.7% | +1.2% |
| 7D | +14.6% | -16.4% | +31.0% | +12.9% |
| 30D | +29.3% | -22.9% | +52.2% | +27.2% |
| 3M | +2.0% | -0.3% | +2.3% | +2.3% |
| 6M | -28.5% | -22.3% | -6.2% | -29.1% |
| YTD | -35.3% | +26.2% | -61.5% | -34.5% |
| 1Y | -34.7% | +8.2% | -42.9% | -33.9% |
| All | -34.7% | +18.6% | -53.3% | -33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling