-15.9%
ROP vs SEI
+1,021.5%
-1,037.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.8% | -7.1% | -1.3% |
| 7D | -6.1% | +28.2% | -34.4% | -6.1% |
| 30D | -3.4% | +15.5% | -18.8% | -3.3% |
| 3M | +16.7% | -1.4% | +18.1% | +17.0% |
| 6M | +8.1% | +37.4% | -29.4% | +7.1% |
| YTD | -11.7% | +47.8% | -59.5% | -12.9% |
| 1Y | -24.2% | +174.3% | -198.5% | -27.2% |
| 3Y | -19.0% | +598.5% | -617.4% | -26.7% |
| 5Y | -15.9% | +1,026.2% | -1,042.1% | -22.4% |
| All | -15.9% | +1,021.5% | -1,037.4% | -22.4% |
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