+95.3%
AAPL vs OKLO
+130.2%
-34.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.5% |
| 7D | +4.1% | +1.6% | +2.6% | +4.1% |
| 30D | +4.0% | -17.6% | +21.6% | +4.4% |
| 3M | +16.8% | -48.5% | +65.3% | +18.9% |
| 6M | +19.4% | -65.7% | +85.1% | +22.9% |
| YTD | +31.5% | -66.7% | +98.2% | +34.5% |
| 1Y | +31.0% | -76.5% | +107.4% | +35.3% |
| 3Y | +95.3% | +132.5% | -37.2% | +73.0% |
| All | +95.3% | +130.2% | -34.9% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 OKLO 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