+215.5%
FROG vs ULTA
+65.2%
+150.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.2% |
| 7D | +12.5% | +2.5% | +10.0% | +11.6% |
| 30D | +23.5% | +11.5% | +12.0% | +18.9% |
| 3M | +19.4% | +28.1% | -8.8% | +9.0% |
| 6M | +77.0% | +34.2% | +42.8% | +57.8% |
| YTD | +81.9% | +9.2% | +72.7% | +73.6% |
| 1Y | +90.7% | +23.7% | +66.9% | +72.7% |
| 3Y | +328.5% | +69.2% | +259.3% | +219.1% |
| All | +215.5% | +65.2% | +150.3% | +118.6% |
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