+35.2%
FROG vs ULTA
+136.3%
-101.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.7% |
| 7D | -11.3% | +9.0% | -20.3% | -13.6% |
| 30D | +3.6% | +4.6% | -0.9% | +2.1% |
| 3M | +1.7% | +22.0% | -20.3% | -4.8% |
| 6M | +123.5% | -14.7% | +138.2% | +132.4% |
| YTD | +40.2% | -6.8% | +47.0% | +41.5% |
| 1Y | +81.0% | +6.5% | +74.5% | +74.5% |
| 3Y | +194.8% | +35.6% | +159.1% | +153.1% |
| 5Y | +131.8% | +47.6% | +84.2% | +88.6% |
| All | +35.2% | +136.3% | -101.1% | +13.3% |
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 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