+4,646.2%
ROL vs CAKE
+4,004.5%
+641.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | -3.4% | -1.1% | -2.4% | -3.3% |
| 30D | -6.9% | +0.4% | -7.4% | -7.1% |
| 3M | -24.6% | +59.9% | -84.5% | -30.5% |
| 6M | -39.5% | +75.1% | -114.6% | -45.3% |
| YTD | -41.1% | +115.0% | -156.1% | -48.6% |
| 1Y | -37.9% | +81.6% | -119.5% | -44.4% |
| 3Y | +0.8% | +279.1% | -278.3% | -21.8% |
| 5Y | -4.7% | +170.6% | -175.3% | -24.1% |
| 10Y | +207.9% | +160.3% | +47.6% | +120.7% |
| All | +4,646.2% | +4,004.5% | +641.7% | +2,139.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling