+3.6%
ROL vs SEI
+696.4%
-692.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | +0.3% |
| 7D | +0.8% | +12.4% | -11.7% | +1.3% |
| 30D | +20.6% | -18.3% | +38.8% | +20.3% |
| 3M | +4.5% | +10.4% | -6.0% | +5.2% |
| 6M | -26.5% | -12.9% | -13.6% | -26.3% |
| YTD | -34.8% | +41.8% | -76.7% | -34.1% |
| 1Y | -33.2% | +30.3% | -63.5% | -32.5% |
| All | +3.6% | +696.4% | -692.9% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling