-4.2%
ROL vs SEI
+1,021.5%
-1,025.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.8% | -7.0% | -1.2% |
| 7D | -3.3% | +28.2% | -31.5% | -3.2% |
| 30D | -7.2% | +15.5% | -22.7% | -7.2% |
| 3M | -27.0% | -1.4% | -25.6% | -27.0% |
| 6M | -39.5% | +37.4% | -76.9% | -39.6% |
| YTD | -41.8% | +47.8% | -89.6% | -42.0% |
| 1Y | -38.9% | +174.3% | -213.2% | -39.7% |
| 3Y | -0.4% | +598.5% | -598.9% | -5.6% |
| 5Y | -4.2% | +1,026.2% | -1,030.4% | -10.8% |
| All | -4.2% | +1,021.5% | -1,025.8% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling