+72.2%
DOCU vs CAKE
+146.1%
-73.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | +6.9% | -4.0% | +10.9% | +7.8% |
| 30D | +19.0% | +2.4% | +16.6% | +17.8% |
| 3M | +34.3% | +69.0% | -34.7% | +18.3% |
| 6M | +48.0% | +69.3% | -21.3% | +29.7% |
| YTD | 0.0% | +115.8% | -115.8% | -17.7% |
| 1Y | -10.3% | +79.3% | -89.6% | -23.0% |
| 3Y | +32.4% | +262.0% | -229.6% | -4.6% |
| 5Y | -77.9% | +165.7% | -243.6% | -83.7% |
| All | +72.2% | +146.1% | -73.9% | +36.0% |
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