+373.6%
APP vs OKLO
+333.1%
+40.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.9% | -7.6% | -3.6% |
| 7D | +0.1% | +12.4% | -12.3% | -2.2% |
| 30D | -10.0% | -10.6% | +0.5% | -8.5% |
| 3M | -44.6% | -26.5% | -18.1% | -41.8% |
| 6M | -37.9% | -25.6% | -12.2% | -36.2% |
| YTD | -53.7% | -39.6% | -14.0% | -50.9% |
| 1Y | -43.0% | -38.8% | -4.2% | -42.2% |
| 3Y | +640.8% | +318.1% | +322.7% | +372.0% |
| 5Y | +358.8% | +339.7% | +19.1% | +191.2% |
| All | +373.6% | +333.1% | +40.5% | +208.1% |
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