+443.7%
APLD vs OKLO
+322.2%
+121.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | +0.5% |
| 7D | +4.1% | +2.8% | +1.2% | +3.1% |
| 30D | -11.7% | -4.0% | -7.7% | -11.1% |
| 3M | -40.3% | -36.9% | -3.4% | -30.1% |
| 6M | -8.0% | -37.1% | +29.2% | +7.6% |
| YTD | +7.5% | -42.5% | +50.0% | +30.5% |
| 1Y | +84.0% | -40.7% | +124.7% | +120.8% |
| 3Y | +356.2% | +299.1% | +57.1% | +237.5% |
| All | +443.7% | +322.2% | +121.5% | +565.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling