+84.1%
OKTA vs UPST
-62.0%
+146.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.0% | +7.1% | +4.3% |
| 7D | +5.9% | -8.1% | +14.0% | +8.7% |
| 30D | +14.6% | -14.3% | +28.9% | +20.1% |
| 3M | +44.0% | -16.6% | +60.6% | +51.9% |
| 6M | +116.7% | -7.3% | +124.0% | +120.3% |
| YTD | +99.8% | -40.8% | +140.6% | +123.1% |
| 1Y | +84.1% | -62.4% | +146.5% | +119.4% |
| All | +84.1% | -62.0% | +146.1% | +119.4% |
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