+190.1%
APLD vs OKLO
+128.2%
+61.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +22.7% | -12.9% | +1.5% |
| 7D | -12.7% | -6.7% | -6.0% | -10.4% |
| 30D | -34.7% | -36.0% | +1.3% | -23.1% |
| 3M | -46.1% | -44.2% | -1.9% | -34.2% |
| 6M | -64.9% | -70.4% | +5.6% | -46.5% |
| YTD | -36.6% | -67.2% | +30.6% | -6.0% |
| 1Y | -50.0% | -77.9% | +28.0% | -17.3% |
| 3Y | +190.1% | +128.4% | +61.7% | +111.5% |
| All | +190.1% | +128.2% | +61.9% | +111.5% |
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