+206.6%
ROL vs CAKE
+155.4%
+51.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | -3.2% | -4.5% | +1.4% | -2.7% |
| 30D | -4.9% | -12.4% | +7.5% | -3.7% |
| 3M | -25.8% | +37.3% | -63.2% | -28.3% |
| 6M | -37.6% | +70.7% | -108.3% | -41.1% |
| YTD | -41.5% | +106.0% | -147.5% | -45.9% |
| 1Y | -39.5% | +79.7% | -119.1% | -43.3% |
| 3Y | +0.1% | +267.8% | -267.6% | -13.9% |
| 5Y | -4.6% | +159.9% | -164.5% | -16.7% |
| All | +206.6% | +155.4% | +51.2% | +138.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling