-43.0%
APP vs OKLO
-38.6%
-4.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.9% | -7.6% | -3.7% |
| 7D | +0.1% | +12.4% | -12.3% | -2.4% |
| 30D | -10.0% | -10.6% | +0.5% | -8.4% |
| 3M | -44.6% | -26.5% | -18.1% | -41.8% |
| 6M | -37.9% | -25.6% | -12.2% | -36.8% |
| YTD | -53.7% | -39.6% | -14.0% | -51.3% |
| 1Y | -43.0% | -38.8% | -4.2% | -37.1% |
| All | -43.0% | -38.6% | -4.4% | -37.1% |
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 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