-32.6%
OKTA vs UPST
-91.3%
+58.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | -0.4% |
| 7D | +0.4% | -12.0% | +12.4% | +2.9% |
| 30D | +13.8% | -16.0% | +29.8% | +17.6% |
| 3M | +48.9% | -17.2% | +66.1% | +54.0% |
| 6M | +114.9% | -10.9% | +125.8% | +118.0% |
| YTD | +97.9% | -42.6% | +140.5% | +116.4% |
| 1Y | +89.7% | -59.8% | +149.5% | +119.5% |
| 3Y | +95.8% | -17.9% | +113.7% | +68.5% |
| 5Y | -32.6% | -90.7% | +58.1% | -25.8% |
| All | -32.6% | -91.3% | +58.7% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling