+85.4%
FROG vs NIO
-54.1%
+139.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.4% | -5.9% | -2.4% |
| 7D | -14.1% | -0.6% | -13.5% | -14.1% |
| 30D | -11.8% | -3.5% | -8.3% | -11.8% |
| 3M | +0.1% | -30.7% | +30.8% | -2.2% |
| 6M | +64.2% | -45.6% | +109.8% | +55.1% |
| YTD | +38.2% | -35.3% | +73.5% | +44.0% |
| 1Y | +85.4% | -53.9% | +139.3% | +72.3% |
| All | +85.4% | -54.1% | +139.5% | +72.3% |
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