-53.0%
CELH vs OKTA
+83.4%
-136.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.9% | +2.3% |
| 7D | -11.2% | -2.4% | -8.8% | -11.2% |
| 30D | -1.4% | +13.0% | -14.5% | -1.3% |
| 3M | -4.2% | +41.7% | -45.9% | -5.0% |
| 6M | -40.5% | +105.9% | -146.4% | -43.3% |
| YTD | -40.5% | +92.6% | -133.0% | -42.6% |
| 1Y | -53.0% | +81.1% | -134.1% | -53.7% |
| All | -53.0% | +83.4% | -136.4% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 OKTA 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