+10.6%
ROP vs CAKE
+147.7%
-137.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.7% | -0.8% | +3.4% |
| 7D | +11.7% | +9.1% | +2.6% | +10.6% |
| 30D | +35.5% | +5.8% | +29.6% | +34.4% |
| 3M | +25.6% | +9.3% | +16.3% | +23.9% |
| 6M | +39.3% | +96.1% | -56.9% | +31.0% |
| YTD | +11.6% | +131.4% | -119.8% | +4.2% |
| 1Y | +10.6% | +146.1% | -135.5% | +2.2% |
| All | +10.6% | +147.7% | -137.1% | +2.2% |
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 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