-55.4%
APP vs OKLO
-81.5%
+26.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -5.8% | +16.5% | +12.2% |
| 7D | +4.5% | -18.4% | +23.0% | +10.0% |
| 30D | -3.6% | -38.5% | +34.9% | +8.5% |
| 3M | -35.3% | -48.9% | +13.7% | -24.4% |
| 6M | -42.8% | -67.8% | +25.0% | -26.9% |
| YTD | -59.7% | -69.2% | +9.5% | -50.0% |
| 1Y | -55.4% | -80.3% | +24.9% | -38.8% |
| All | -55.4% | -81.5% | +26.1% | -38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling