+71.1%
FROG vs NIO
-53.4%
+124.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +7.0% | +5.9% |
| 7D | +26.8% | -1.8% | +28.7% | +27.1% |
| 30D | +10.6% | -6.6% | +17.2% | +11.0% |
| 3M | +27.2% | -29.9% | +57.1% | +27.2% |
| 6M | +58.7% | -46.6% | +105.3% | +55.4% |
| YTD | +75.3% | -36.5% | +111.8% | +85.6% |
| 1Y | +71.1% | -51.1% | +122.2% | +87.0% |
| All | +71.1% | -53.4% | +124.5% | +87.0% |
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