+522.3%
APP vs OKLO
+168.4%
+353.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +14.0% | -9.2% | +2.2% |
| 7D | +79.2% | +14.1% | +65.0% | +72.9% |
| 30D | +48.0% | -22.7% | +70.6% | +54.0% |
| 3M | +18.2% | -44.6% | +62.8% | +30.0% |
| 6M | -12.5% | -63.0% | +50.5% | +2.7% |
| YTD | -39.2% | -62.6% | +23.4% | -30.3% |
| 1Y | -33.9% | -76.2% | +42.3% | -18.4% |
| 3Y | +933.3% | +160.8% | +772.4% | +610.7% |
| 5Y | +295.9% | +172.5% | +123.4% | +173.9% |
| All | +522.3% | +168.4% | +353.9% | +337.7% |
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