+249.5%
APLD vs OKLO
+150.1%
+99.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.5% | +0.1% | -3.4% |
| 7D | +19.6% | +27.3% | -7.7% | +9.1% |
| 30D | -24.5% | -23.1% | -1.4% | -16.7% |
| 3M | -45.6% | -45.8% | +0.2% | -32.5% |
| 6M | -61.4% | -66.8% | +5.4% | -43.6% |
| YTD | -30.9% | -65.9% | +35.1% | +0.9% |
| 1Y | -35.8% | -78.0% | +42.2% | +5.7% |
| 3Y | +261.4% | +137.4% | +124.0% | +222.0% |
| All | +249.5% | +150.1% | +99.4% | +414.9% |
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