+887.9%
APP vs OKLO
+130.2%
+757.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.2% | +6.1% | +4.3% |
| 7D | +4.6% | +1.6% | +3.0% | +4.2% |
| 30D | +56.0% | -17.6% | +73.7% | +60.3% |
| 3M | +30.8% | -48.5% | +79.3% | +45.9% |
| 6M | -9.8% | -65.7% | +55.9% | +7.3% |
| YTD | -39.3% | -66.7% | +27.4% | -29.0% |
| 1Y | -26.4% | -76.5% | +50.0% | -9.1% |
| 3Y | +887.9% | +132.5% | +755.5% | +604.7% |
| All | +887.9% | +130.2% | +757.7% | +604.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling