+326.6%
OKLO vs CELH
+23.1%
+303.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.8% | -1.0% |
| 7D | +7.7% | -11.7% | +19.4% | +9.0% |
| 30D | -4.3% | +1.6% | -5.9% | -4.6% |
| 3M | -24.6% | -2.0% | -22.7% | -24.8% |
| 6M | -31.1% | -36.2% | +5.1% | -28.8% |
| YTD | -40.7% | -39.6% | -1.1% | -38.4% |
| 1Y | -42.4% | -50.7% | +8.2% | -39.4% |
| 3Y | +310.9% | -58.9% | +369.8% | +324.7% |
| 5Y | +332.6% | -5.4% | +338.0% | +340.5% |
| All | +326.6% | +23.1% | +303.4% | +332.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling