+24,335.1%
ROP vs CAKE
+3,866.7%
+20,468.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.0% | -0.6% |
| 7D | -6.1% | -4.6% | -1.5% | -5.2% |
| 30D | -3.4% | -6.6% | +3.2% | -2.2% |
| 3M | +16.7% | +52.9% | -36.2% | +6.3% |
| 6M | +8.1% | +65.7% | -57.7% | -3.5% |
| YTD | -11.7% | +107.8% | -119.5% | -25.1% |
| 1Y | -24.2% | +78.5% | -102.7% | -33.8% |
| 3Y | -19.0% | +266.4% | -285.3% | -40.6% |
| 5Y | -15.9% | +159.6% | -175.5% | -36.1% |
| 10Y | +135.7% | +156.6% | -20.9% | +58.3% |
| All | +24,335.1% | +3,866.7% | +20,468.4% | +10,007.9% |
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