+129.7%
ROP vs CAKE
+155.4%
-25.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | -4.6% | -4.5% | -0.1% | -3.9% |
| 30D | -1.7% | -12.4% | +10.7% | +0.3% |
| 3M | +17.1% | +37.3% | -20.3% | +10.9% |
| 6M | +10.9% | +70.7% | -59.9% | +1.0% |
| YTD | -12.1% | +106.0% | -118.1% | -22.5% |
| 1Y | -24.2% | +79.7% | -103.9% | -31.8% |
| 3Y | -20.4% | +267.8% | -288.1% | -37.4% |
| 5Y | -15.4% | +159.9% | -175.3% | -31.6% |
| All | +129.7% | +155.4% | -25.7% | +61.1% |
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