If you use OpenBSD-provided packages, upgrading your system is as easy as running
pkg_add -ui. If you built your third-party packages from source using the ports collection, however, there’s no easy way to upgrade. You must rebuild those packages. There is no automated way to do this, but the
make update command in a port can rebuild a specific port.
Presumably, you built your own packages because the OpenBSD-provided packages lacked some option or flavor you needed. In that case, you probably only needed to build one or two packages from source. All of the software required by that package could be installed from official OpenBSD sources. You should upgrade everything possible via packages and rebuild only what is strictly necessary. ...