+244.7%
APLD vs OKLO
+174.6%
+70.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +14.0% | -6.4% | +2.4% |
| 7D | +3.1% | +14.1% | -11.0% | -1.9% |
| 30D | -29.4% | -22.7% | -6.7% | -22.4% |
| 3M | -42.8% | -44.6% | +1.8% | -29.9% |
| 6M | -59.5% | -63.0% | +3.5% | -43.0% |
| YTD | -31.8% | -62.6% | +30.8% | -3.8% |
| 1Y | -46.0% | -76.2% | +30.1% | -13.9% |
| 3Y | +252.0% | +160.8% | +91.2% | +203.3% |
| All | +244.7% | +174.6% | +70.2% | +391.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling