+142.4%
FROG vs ULTA
+39.1%
+103.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.7% | +1.9% |
| 7D | -2.2% | -3.9% | +1.7% | -0.9% |
| 30D | +3.0% | -1.1% | +4.0% | +3.0% |
| 3M | +10.3% | +13.8% | -3.5% | +4.8% |
| 6M | +116.7% | -17.2% | +133.9% | +129.0% |
| YTD | +41.9% | -11.5% | +53.4% | +45.8% |
| 1Y | +78.5% | +3.9% | +74.6% | +72.1% |
| 3Y | +224.1% | +29.5% | +194.7% | +171.9% |
| 5Y | +142.4% | +42.9% | +99.5% | +80.0% |
| All | +142.4% | +39.1% | +103.3% | +80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling