+15.5%
ROL vs SEI
+864.7%
-849.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | +0.2% |
| 7D | +0.8% | +12.4% | -11.7% | +1.0% |
| 30D | +20.6% | -18.3% | +38.8% | +20.5% |
| 3M | +4.5% | +10.4% | -6.0% | +4.6% |
| 6M | -26.5% | -12.9% | -13.6% | -26.4% |
| YTD | -34.8% | +41.8% | -76.7% | -35.1% |
| 1Y | -33.2% | +30.3% | -63.5% | -33.4% |
| 3Y | +4.5% | +697.3% | -692.9% | -2.5% |
| 5Y | +15.5% | +877.0% | -861.4% | +3.2% |
| All | +15.5% | +864.7% | -849.1% | +3.2% |
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