-6.1%
CELH vs OKTA
-34.5%
+28.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.9% | +3.1% |
| 7D | -11.2% | -2.4% | -8.8% | -10.6% |
| 30D | -1.4% | +13.0% | -14.5% | -8.0% |
| 3M | -4.2% | +41.7% | -45.9% | -17.8% |
| 6M | -40.5% | +105.9% | -146.4% | -57.9% |
| YTD | -40.5% | +92.6% | -133.0% | -57.5% |
| 1Y | -53.0% | +81.1% | -134.1% | -65.6% |
| 3Y | -59.1% | +84.8% | -143.9% | -72.7% |
| All | -6.1% | -34.5% | +28.4% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling