+483.7%
APLD vs OKLO
+343.1%
+140.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.9% | +2.4% | +5.6% |
| 7D | +16.6% | +12.4% | +4.1% | +12.0% |
| 30D | -3.1% | -10.6% | +7.4% | +0.5% |
| 3M | -30.9% | -26.5% | -4.3% | -23.2% |
| 6M | +12.6% | -25.6% | +38.3% | +24.8% |
| YTD | +15.5% | -39.6% | +55.1% | +37.8% |
| 1Y | +103.5% | -38.8% | +142.3% | +141.2% |
| 3Y | +446.5% | +318.1% | +128.5% | +297.4% |
| All | +483.7% | +343.1% | +140.6% | +603.2% |
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