-40.7%
OKLO vs CELH
-50.1%
+9.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.0% | +6.6% | +4.5% |
| 7D | +2.8% | -7.0% | +9.8% | +5.0% |
| 30D | -4.0% | +5.2% | -9.2% | -7.3% |
| 3M | -36.9% | +10.5% | -47.4% | -40.1% |
| 6M | -37.1% | -32.7% | -4.4% | -30.4% |
| YTD | -42.5% | -33.0% | -9.5% | -36.4% |
| 1Y | -40.7% | -49.5% | +8.8% | -26.7% |
| All | -40.7% | -50.1% | +9.4% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 CELH 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