+25.0%
ROK vs CAKE
+147.7%
-122.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.7% | -5.3% | -1.2% |
| 7D | 0.0% | +9.1% | -9.1% | -1.2% |
| 30D | -2.5% | +5.8% | -8.3% | -3.4% |
| 3M | 0.0% | +9.3% | -9.3% | -1.5% |
| 6M | +11.6% | +96.1% | -84.5% | -3.1% |
| YTD | +15.2% | +131.4% | -116.2% | -2.6% |
| 1Y | +25.0% | +146.1% | -121.1% | +5.4% |
| All | +25.0% | +147.7% | -122.7% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling