+47.5%
ROK vs CAKE
+157.8%
-110.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.1% | +1.2% |
| 7D | -1.2% | -4.5% | +3.3% | +0.1% |
| 30D | -4.8% | -12.4% | +7.6% | -1.3% |
| 3M | -6.1% | +37.3% | -43.4% | -15.4% |
| 6M | +15.5% | +70.7% | -55.2% | -3.1% |
| YTD | +11.2% | +106.0% | -94.8% | -12.3% |
| 1Y | +23.8% | +79.7% | -55.8% | +1.4% |
| 3Y | +53.1% | +267.8% | -214.7% | -1.0% |
| All | +47.5% | +157.8% | -110.3% | -3.2% |
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 · 6 months rolling