+81.0%
FROG vs NIO
-37.4%
+118.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.8% | -3.4% |
| 7D | -11.3% | -13.0% | +1.8% | -11.9% |
| 30D | +3.6% | -18.3% | +21.9% | +2.6% |
| 3M | +1.7% | -33.2% | +34.9% | -1.3% |
| 6M | +123.5% | -21.5% | +145.0% | +125.9% |
| YTD | +40.2% | -25.5% | +65.7% | +42.7% |
| 1Y | +81.0% | -38.0% | +119.0% | +84.5% |
| All | +81.0% | -37.4% | +118.4% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 1y: compounded portfolio wealth divided by compounded NIO 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…
1y analysis · Full analysis span regression · 6 months rolling