+296.7%
FROG vs NIO
-56.9%
+353.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.8% | -0.5% | -4.0% |
| 7D | +17.0% | +2.8% | +14.2% | +16.9% |
| 30D | +1.3% | -8.4% | +9.7% | +2.0% |
| 3M | +17.5% | -32.0% | +49.4% | +20.1% |
| 6M | +46.8% | -43.9% | +90.7% | +51.2% |
| YTD | +65.8% | -35.7% | +101.5% | +69.3% |
| 1Y | +61.0% | -51.1% | +112.1% | +67.6% |
| 3Y | +296.7% | -54.7% | +351.4% | +315.4% |
| All | +296.7% | -56.9% | +353.6% | +315.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling