+23.8%
ROK vs CAKE
+78.0%
-54.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.1% | +1.5% |
| 7D | -1.2% | -4.5% | +3.3% | -0.6% |
| 30D | -4.8% | -12.4% | +7.6% | -3.2% |
| 3M | -6.1% | +37.3% | -43.4% | -11.3% |
| 6M | +15.5% | +70.7% | -55.2% | +3.5% |
| YTD | +11.2% | +106.0% | -94.8% | -2.9% |
| 1Y | +23.8% | +79.7% | -55.8% | +8.5% |
| All | +23.8% | +78.0% | -54.2% | +8.5% |
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