+64.1%
DIA vs CAKE
+157.8%
-93.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.6% | +0.7% |
| 7D | -1.6% | -4.5% | +3.0% | -0.8% |
| 30D | -2.0% | -12.4% | +10.4% | +0.1% |
| 3M | +3.6% | +37.3% | -33.7% | -2.6% |
| 6M | +11.5% | +70.7% | -59.2% | +0.3% |
| YTD | +10.4% | +106.0% | -95.6% | -4.4% |
| 1Y | +15.6% | +79.7% | -64.1% | +2.5% |
| 3Y | +58.9% | +267.8% | -208.9% | +21.4% |
| All | +64.1% | +157.8% | -93.7% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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