+114.9%
ROL vs SEI
+608.3%
-493.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.2% | +5.3% | +0.2% |
| 7D | -3.2% | +20.7% | -23.9% | -4.0% |
| 30D | -6.6% | +9.1% | -15.7% | -7.0% |
| 3M | -27.3% | -6.0% | -21.3% | -27.5% |
| 6M | -38.1% | +18.9% | -57.0% | -39.0% |
| YTD | -41.8% | +40.1% | -81.9% | -43.3% |
| 1Y | -37.8% | +120.6% | -158.4% | -41.1% |
| 3Y | -0.3% | +562.1% | -562.5% | -16.1% |
| 5Y | -5.1% | +954.5% | -959.5% | -25.9% |
| All | +114.9% | +608.3% | -493.4% | +63.4% |
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