+167.5%
OKTA vs UPST
-6.9%
+174.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.0% | +1.4% |
| 7D | +6.6% | -13.5% | +20.2% | +9.3% |
| 30D | -19.4% | -19.6% | +0.2% | -16.3% |
| 3M | +23.9% | -34.2% | +58.1% | +32.9% |
| 6M | +130.9% | -31.2% | +162.1% | +145.9% |
| YTD | +111.1% | -56.2% | +167.3% | +137.7% |
| 1Y | +115.5% | -51.7% | +167.2% | +139.0% |
| All | +167.5% | -6.9% | +174.4% | +132.1% |
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