-33.5%
OKTA vs UPST
-0.4%
-33.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.0% | +7.1% | +3.7% |
| 7D | +5.9% | -8.1% | +14.0% | +7.2% |
| 30D | +14.6% | -14.3% | +28.9% | +17.1% |
| 3M | +44.0% | -16.6% | +60.6% | +47.6% |
| 6M | +116.7% | -7.3% | +124.0% | +117.9% |
| YTD | +99.8% | -40.8% | +140.6% | +113.0% |
| 1Y | +84.1% | -62.4% | +146.5% | +107.6% |
| 3Y | +97.7% | -15.3% | +113.0% | +79.5% |
| 5Y | -35.2% | -91.1% | +55.9% | -38.6% |
| All | -33.5% | -0.4% | -33.1% | -44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling