+77.7%
FROG vs ULTA
+3.6%
+74.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.7% | +1.7% |
| 7D | -2.2% | -3.9% | +1.7% | -1.6% |
| 30D | +3.0% | -1.1% | +4.0% | +3.2% |
| 3M | +10.3% | +13.8% | -3.5% | +8.2% |
| 6M | +116.7% | -17.2% | +133.9% | +129.9% |
| YTD | +41.9% | -11.5% | +53.4% | +46.6% |
| All | +77.7% | +3.6% | +74.1% | +73.3% |
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