-52.0%
ROKU vs CAKE
+157.8%
-209.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.3% |
| 7D | -0.4% | -4.5% | +4.1% | +2.2% |
| 30D | +2.1% | -12.4% | +14.5% | +9.5% |
| 3M | +29.5% | +37.3% | -7.8% | +5.2% |
| 6M | +53.8% | +70.7% | -16.9% | +8.1% |
| YTD | +42.8% | +106.0% | -63.2% | -12.3% |
| 1Y | +60.7% | +79.7% | -18.9% | +6.6% |
| 3Y | +83.9% | +267.8% | -183.9% | -28.7% |
| All | -52.0% | +157.8% | -209.8% | -79.4% |
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 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