+34.6%
FROG vs ULTA
+129.0%
-94.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.7% | -2.3% |
| 7D | -0.5% | -3.1% | +2.6% | +0.4% |
| 30D | +1.3% | +2.8% | -1.5% | +0.2% |
| 3M | +11.1% | +14.8% | -3.7% | +6.0% |
| 6M | +108.3% | -16.2% | +124.5% | +117.6% |
| YTD | +39.6% | -9.6% | +49.2% | +42.1% |
| 1Y | +74.7% | +4.8% | +70.0% | +69.3% |
| 3Y | +224.1% | +30.7% | +193.4% | +181.3% |
| 5Y | +138.4% | +45.9% | +92.5% | +95.4% |
| All | +34.6% | +129.0% | -94.5% | +13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling