+145.0%
OKLO vs APA
+180.9%
-35.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.0% | -7.4% | -5.4% |
| 7D | +27.3% | +9.6% | +17.7% | +27.4% |
| 30D | -23.1% | -0.2% | -22.8% | -23.1% |
| 3M | -45.8% | +19.8% | -65.7% | -45.7% |
| 6M | -66.8% | +30.1% | -96.9% | -66.7% |
| YTD | -65.9% | +100.4% | -166.3% | -66.8% |
| 1Y | -78.0% | +105.2% | -183.2% | -78.6% |
| 3Y | +137.4% | +44.6% | +92.8% | +121.5% |
| 5Y | +148.2% | +88.8% | +59.4% | +129.8% |
| All | +145.0% | +180.9% | -35.9% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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