+249.6%
OKLO vs CELH
-60.2%
+309.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.2% | -11.4% | -9.6% |
| 7D | -12.2% | -11.2% | -1.0% | -10.2% |
| 30D | -19.7% | -1.4% | -18.3% | -19.9% |
| 3M | -37.4% | -4.2% | -33.2% | -37.5% |
| 6M | -42.3% | -40.5% | -1.8% | -37.4% |
| YTD | -49.5% | -40.5% | -9.0% | -45.3% |
| 1Y | -54.7% | -53.0% | -1.7% | -49.1% |
| 3Y | +249.6% | -59.1% | +308.7% | +285.4% |
| All | +249.6% | -60.2% | +309.8% | +285.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling