-5.1%
ROL vs CAKE
+152.3%
-157.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.4% | +0.3% |
| 7D | -3.2% | -5.6% | +2.4% | -2.6% |
| 30D | -6.6% | -10.5% | +3.9% | -5.5% |
| 3M | -27.3% | +43.6% | -70.9% | -30.3% |
| 6M | -38.1% | +63.0% | -101.1% | -41.6% |
| YTD | -41.8% | +102.9% | -144.7% | -46.5% |
| 1Y | -37.8% | +75.6% | -113.4% | -42.0% |
| 3Y | -0.3% | +257.7% | -258.0% | -15.9% |
| 5Y | -5.1% | +156.0% | -161.1% | -20.2% |
| All | -5.1% | +152.3% | -157.4% | -20.2% |
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