+892.4%
APP vs OKLO
+128.2%
+764.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +22.7% | -12.8% | +5.7% |
| 7D | +71.2% | -6.7% | +77.9% | +71.7% |
| 30D | +39.1% | -36.0% | +75.1% | +50.0% |
| 3M | +16.5% | -44.2% | +60.7% | +27.8% |
| 6M | -16.6% | -70.4% | +53.9% | +1.9% |
| YTD | -41.9% | -67.2% | +25.2% | -31.9% |
| 1Y | -37.0% | -77.9% | +40.9% | -21.3% |
| 3Y | +892.4% | +128.4% | +764.0% | +585.3% |
| All | +892.4% | +128.2% | +764.2% | +585.3% |
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