+119.7%
OKTA vs UPST
-48.7%
+168.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.4% | -8.7% | -2.5% |
| 7D | -14.2% | -3.1% | -11.0% | -13.2% |
| 30D | -12.5% | -4.0% | -8.5% | -11.3% |
| 3M | +29.2% | -22.9% | +52.1% | +40.2% |
| 6M | +147.3% | -27.1% | +174.5% | +172.3% |
| YTD | +120.9% | -46.5% | +167.5% | +154.3% |
| 1Y | +119.7% | -49.4% | +169.1% | +155.0% |
| All | +119.7% | -48.7% | +168.4% | +155.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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