+114.6%
ROST vs CAKE
+157.8%
-43.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +1.9% |
| 7D | +0.2% | -4.5% | +4.8% | +1.6% |
| 30D | -6.9% | -12.4% | +5.6% | -3.2% |
| 3M | -3.3% | +37.3% | -40.7% | -12.8% |
| 6M | +9.0% | +70.7% | -61.7% | -8.4% |
| YTD | +28.9% | +106.0% | -77.1% | +1.7% |
| 1Y | +54.0% | +79.7% | -25.7% | +26.3% |
| 3Y | +100.7% | +267.8% | -167.1% | +24.7% |
| All | +114.6% | +157.8% | -43.2% | +39.8% |
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