+2,082.8%
CELH vs OKTA
+620.5%
+1,462.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.7% | -3.4% |
| 7D | -15.8% | +0.4% | -16.2% | -15.9% |
| 30D | -5.2% | +13.8% | -19.0% | -11.3% |
| 3M | -6.1% | +48.9% | -55.0% | -19.9% |
| 6M | -40.9% | +114.9% | -155.8% | -57.3% |
| YTD | -41.8% | +97.9% | -139.7% | -57.4% |
| 1Y | -52.6% | +89.7% | -142.3% | -64.8% |
| 3Y | -60.4% | +95.8% | -156.2% | -72.7% |
| 5Y | -12.6% | -32.6% | +20.0% | -19.0% |
| All | +2,082.8% | +620.5% | +1,462.3% | +1,205.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling