-15.0%
ROP vs CAKE
+153.9%
-168.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.1% |
| 7D | -8.0% | -5.6% | -2.4% | -7.2% |
| 30D | -2.7% | -10.5% | +7.8% | -1.3% |
| 3M | +16.6% | +43.6% | -27.0% | +10.3% |
| 6M | +10.4% | +63.0% | -52.7% | +2.3% |
| YTD | -12.1% | +102.9% | -115.0% | -21.3% |
| 1Y | -23.6% | +75.6% | -99.3% | -30.3% |
| 3Y | -19.3% | +257.7% | -277.0% | -34.6% |
| All | -15.0% | +153.9% | -168.9% | -31.1% |
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 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