-30.3%
OKTA vs UPST
-91.7%
+61.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.4% | +2.0% |
| 7D | -4.6% | -12.1% | +7.5% | -2.1% |
| 30D | -19.7% | -13.4% | -6.3% | -17.4% |
| 3M | +21.2% | -31.2% | +52.4% | +30.2% |
| 6M | +123.1% | -28.3% | +151.4% | +137.3% |
| YTD | +110.8% | -53.0% | +163.8% | +139.6% |
| 1Y | +113.0% | -47.2% | +160.1% | +136.3% |
| 3Y | +168.9% | -1.5% | +170.4% | +124.5% |
| All | -30.3% | -91.7% | +61.4% | -2.3% |
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