+121.8%
DRAM vs CAKE
+92.1%
+29.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.1% | +0.7% |
| 7D | +9.6% | -4.6% | +14.1% | +9.4% |
| 30D | +24.2% | -6.6% | +30.7% | +23.7% |
| 3M | +2.9% | +52.9% | -50.0% | -5.1% |
| All | +121.8% | +92.1% | +29.7% | +83.1% |
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 · Available span rolling