+84.0%
APLD vs OKLO
-42.7%
+126.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | -0.5% |
| 7D | +4.1% | +2.8% | +1.2% | +2.3% |
| 30D | -11.7% | -4.0% | -7.7% | -11.2% |
| 3M | -40.3% | -36.9% | -3.4% | -21.7% |
| 6M | -8.0% | -37.1% | +29.2% | +17.0% |
| YTD | +7.5% | -42.5% | +50.0% | +45.2% |
| 1Y | +84.0% | -40.7% | +124.7% | +179.7% |
| All | +84.0% | -42.7% | +126.7% | +179.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling