+85.5%
ROP vs SEI
+644.4%
-558.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -0.3% |
| 7D | -4.6% | +22.6% | -27.2% | -5.8% |
| 30D | -1.7% | +9.1% | -10.8% | -2.4% |
| 3M | +17.1% | -11.3% | +28.4% | +17.2% |
| 6M | +10.9% | +22.0% | -11.2% | +7.7% |
| YTD | -12.1% | +47.3% | -59.4% | -16.4% |
| 1Y | -24.2% | +124.8% | -149.0% | -31.2% |
| 3Y | -20.4% | +591.3% | -611.6% | -39.5% |
| 5Y | -15.4% | +1,008.2% | -1,023.6% | -42.5% |
| All | +85.5% | +644.4% | -558.9% | +19.9% |
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