+68.2%
FROG vs NIO
-51.1%
+119.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.5% | +7.1% |
| 7D | +27.1% | +6.9% | +20.2% | +26.4% |
| 30D | +5.8% | -4.7% | +10.6% | +5.5% |
| 3M | +20.8% | -28.1% | +48.9% | +19.9% |
| 6M | +53.3% | -41.7% | +95.0% | +49.7% |
| YTD | +73.2% | -33.1% | +106.3% | +82.1% |
| All | +68.2% | -51.1% | +119.3% | +83.1% |
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