-17.9%
ROP vs SEI
+565.9%
-583.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +16.3% | -19.1% | -2.6% |
| 7D | -5.4% | +28.8% | -34.3% | -5.0% |
| 30D | -1.6% | +10.4% | -12.0% | -1.4% |
| 3M | +18.8% | -11.4% | +30.3% | +19.4% |
| 6M | +8.2% | +31.2% | -23.0% | +7.5% |
| YTD | -10.5% | +39.7% | -50.2% | -11.5% |
| 1Y | -23.7% | +149.0% | -172.7% | -26.5% |
| 3Y | -17.9% | +560.2% | -578.0% | -26.0% |
| All | -17.9% | +565.9% | -583.8% | -26.0% |
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