+123.0%
ROL vs SEI
+507.3%
-384.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -3.0% | +0.3% |
| 7D | -1.4% | +10.2% | -11.7% | -1.8% |
| 30D | -4.1% | -1.0% | -3.1% | -4.1% |
| 3M | -22.5% | -27.9% | +5.4% | -21.8% |
| 6M | -37.7% | +10.4% | -48.1% | -38.5% |
| YTD | -39.6% | +20.1% | -59.7% | -40.8% |
| 1Y | -36.0% | +109.7% | -145.7% | -39.5% |
| 3Y | -5.1% | +458.6% | -463.8% | -19.6% |
| 5Y | -3.4% | +775.3% | -778.7% | -23.8% |
| All | +123.0% | +507.3% | -384.3% | +70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling