+91.8%
OKTA vs UPST
-14.8%
+106.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.1% | -1.1% |
| 7D | +0.7% | -1.5% | +2.2% | +0.9% |
| 30D | +13.0% | -13.2% | +26.2% | +15.7% |
| 3M | +43.4% | -13.0% | +56.4% | +46.6% |
| 6M | +107.6% | -2.9% | +110.5% | +107.7% |
| YTD | +93.8% | -38.3% | +132.1% | +106.4% |
| 1Y | +80.8% | -60.5% | +141.3% | +103.5% |
| 3Y | +91.8% | -11.7% | +103.5% | +64.2% |
| All | +91.8% | -14.8% | +106.6% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling