+143.0%
ROL vs SEI
+605.9%
-462.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.6% | +2.6% |
| 7D | +3.0% | +10.5% | -7.5% | +2.7% |
| 30D | +19.8% | -8.0% | +27.8% | +19.8% |
| 3M | +7.9% | +6.7% | +1.2% | +7.0% |
| 6M | -25.6% | -17.0% | -8.6% | -25.8% |
| YTD | -34.1% | +39.7% | -73.8% | -36.1% |
| 1Y | -31.4% | +43.2% | -74.6% | -33.7% |
| 3Y | +4.7% | +676.3% | -671.7% | -13.5% |
| 5Y | +15.6% | +891.0% | -875.4% | -9.4% |
| All | +143.0% | +605.9% | -462.9% | +84.0% |
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