+120.6%
SEI vs RL
+9.4%
+111.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.3% | -5.5% | -5.3% |
| 7D | +20.7% | -2.2% | +22.8% | +21.5% |
| 30D | +9.1% | -15.3% | +24.5% | +17.1% |
| 3M | -6.0% | -10.3% | +4.4% | -1.7% |
| 6M | +18.9% | -2.2% | +21.2% | +17.7% |
| YTD | +40.1% | -4.3% | +44.4% | +39.0% |
| 1Y | +120.6% | +8.9% | +111.8% | +108.2% |
| All | +120.6% | +9.4% | +111.3% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling