+95.3%
DOCU vs CAKE
+144.2%
-48.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -0.9% |
| 7D | -5.5% | -5.2% | -0.3% | -4.5% |
| 30D | +12.6% | -0.2% | +12.9% | +12.5% |
| 3M | +36.4% | -0.2% | +36.6% | +35.3% |
| 6M | +66.8% | +77.5% | -10.7% | +44.6% |
| YTD | +13.5% | +114.1% | -100.7% | -6.8% |
| 1Y | +11.3% | +131.6% | -120.3% | -10.3% |
| 3Y | +92.1% | +271.4% | -179.3% | +37.3% |
| 5Y | -71.0% | +157.5% | -228.5% | -78.6% |
| All | +95.3% | +144.2% | -48.9% | +54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling