+75.3%
FROG vs ULTA
+176.8%
-101.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.3% |
| 7D | +12.5% | +2.5% | +10.0% | +11.8% |
| 30D | +23.5% | +11.5% | +12.0% | +19.7% |
| 3M | +19.4% | +28.1% | -8.8% | +10.7% |
| 6M | +77.0% | +34.2% | +42.8% | +60.9% |
| YTD | +81.9% | +9.2% | +72.7% | +75.0% |
| 1Y | +90.7% | +23.7% | +66.9% | +75.9% |
| 3Y | +328.5% | +69.2% | +259.3% | +243.4% |
| 5Y | +207.0% | +66.6% | +140.4% | +139.6% |
| All | +75.3% | +176.8% | -101.4% | +40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling