+5,542.7%
DPZ vs CAKE
+424.3%
+5,118.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -1.0% |
| 7D | +6.6% | -5.2% | +11.8% | +8.3% |
| 30D | +10.3% | -0.2% | +10.5% | +10.1% |
| 3M | -6.2% | -0.2% | -5.9% | -6.5% |
| 6M | +4.2% | +77.5% | -73.2% | -13.7% |
| YTD | -18.4% | +114.1% | -132.5% | -36.8% |
| 1Y | -14.9% | +131.6% | -146.5% | -35.8% |
| 3Y | -4.6% | +271.4% | -276.0% | -40.1% |
| 5Y | -27.4% | +157.5% | -184.9% | -51.1% |
| 10Y | +125.9% | +153.3% | -27.4% | +19.5% |
| All | +5,542.7% | +424.3% | +5,118.5% | +1,390.9% |
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