+2.2%
ROP vs SEI
+889.7%
-887.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.4% |
| 7D | +0.7% | +10.5% | -9.7% | +0.9% |
| 30D | +28.8% | -8.0% | +36.8% | +28.8% |
| 3M | +21.1% | +6.7% | +14.3% | +21.2% |
| 6M | +52.5% | -17.0% | +69.6% | +53.3% |
| YTD | +8.9% | +39.7% | -30.8% | +7.4% |
| 1Y | +8.2% | +43.2% | -34.9% | +6.6% |
| 3Y | -5.2% | +676.3% | -681.5% | -15.1% |
| All | +2.2% | +889.7% | -887.6% | -5.5% |
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