+81.0%
FROG vs ULTA
+6.6%
+74.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.5% |
| 7D | -11.3% | +9.0% | -20.3% | -12.4% |
| 30D | +3.6% | +4.6% | -0.9% | +3.1% |
| 3M | +1.7% | +22.0% | -20.3% | -1.2% |
| 6M | +123.5% | -14.7% | +138.2% | +136.4% |
| YTD | +40.2% | -6.8% | +47.0% | +43.8% |
| 1Y | +81.0% | +6.5% | +74.5% | +79.2% |
| All | +81.0% | +6.6% | +74.4% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 1y: compounded portfolio wealth divided by compounded ULTA 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…
1y analysis · Full analysis span regression · 6 months rolling