+263.7%
QCOM vs VLO
+902.9%
-639.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.3% | -0.1% | +2.3% |
| 7D | +5.1% | +5.8% | -0.7% | +3.5% |
| 30D | +4.3% | +28.3% | -24.1% | -2.7% |
| 3M | -19.6% | +48.7% | -68.4% | -28.4% |
| 6M | +29.5% | +71.9% | -42.4% | +9.9% |
| YTD | +3.4% | +138.7% | -135.3% | -20.6% |
| 1Y | +10.9% | +148.5% | -137.5% | -16.0% |
| 3Y | +74.8% | +192.7% | -117.9% | +23.9% |
| 5Y | +36.2% | +601.6% | -565.4% | -26.3% |
| 10Y | +263.7% | +900.2% | -636.4% | +85.8% |
| All | +263.7% | +902.9% | -639.1% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VLO 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling