+386.6%
APP vs OKLO
+312.7%
+73.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.4% | +1.5% |
| 7D | +0.9% | +2.8% | -1.9% | +0.3% |
| 30D | -23.3% | -4.0% | -19.3% | -23.0% |
| 3M | -42.6% | -36.9% | -5.8% | -38.0% |
| 6M | -33.6% | -37.1% | +3.5% | -29.7% |
| YTD | -52.4% | -42.5% | -9.9% | -49.1% |
| 1Y | -35.9% | -40.7% | +4.8% | -34.5% |
| 3Y | +642.2% | +299.1% | +343.1% | +377.4% |
| 5Y | +311.1% | +317.3% | -6.2% | +165.7% |
| All | +386.6% | +312.7% | +73.9% | +219.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling