Long GRBs (LGRBs) have typical duration of ~ 30 s and some of them are associated with hypernovae, like Type Ic SN 1998bw. Wolf-Rayet stars are the most plausible LGRB progenitors, since the free-fall time of the envelope is consistent with the duration, and the natural outcome of the progenitor is a Type Ic SN. While a new population of ultra-long GRBs (ULGRBs), GRB 111209A, GRB 101225A, and GRB 121027A, has a duration of ~ 10^4 s, two of them are accompanied by superluminous-supernova (SLSN) like bumps, which are <~ 10 times brighter than typical hypernovae. Wolf-Rayet progenitors cannot explain ULGRBs because of too long duration and too bright SN-like bump. A blue supergiant (BSG) progenitor model, however, can explain the duration of ULGRBs. Moreover, SLSN-like bump can be attributed to the so-called cocoon-fireball photospheric emissions (CFPEs). Since a large cocoon is inevitably produced during the relativistic jet piercing though the BSG envelope, this component can be a smoking-gun evidence of BSG model for ULGRBs. In this paper, we examine u, g, r, i, and J-band light curves of three ULGRBs and demonstrate that they can be fitted quite well by our BSG model with the appropriate choices of the jet opening angle and the number density of the ambient gas. In addition, we predict that for 121027A, SLSN-like bump could have been observed for ~ 20 - 80 days after the burst. We also propose that some SLSNe might be CFPEs of off-axis ULGRBs without visible prompt emission.