-22.1%
ROP vs CAKE
+76.8%
-98.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -3.9% | -3.6% |
| 7D | -4.4% | -4.0% | -0.4% | -4.0% |
| 30D | +3.2% | +2.4% | +0.8% | +2.7% |
| 3M | +23.1% | +69.0% | -45.9% | +15.9% |
| 6M | +13.3% | +69.3% | -56.0% | +6.5% |
| YTD | -7.9% | +115.8% | -123.6% | -15.8% |
| 1Y | -22.1% | +79.3% | -101.4% | -25.9% |
| All | -22.1% | +76.8% | -98.8% | -25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling