+242.8%
QCOM vs VLO
+728.0%
-485.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.6% |
| 7D | +5.5% | -9.5% | +15.1% | +8.3% |
| 30D | -1.1% | -19.1% | +18.0% | +4.0% |
| 3M | +7.6% | +11.4% | -3.8% | +3.2% |
| 6M | -20.1% | +46.7% | -66.8% | -29.6% |
| YTD | +3.0% | +118.6% | -115.6% | -20.1% |
| 1Y | +3.2% | +99.9% | -96.6% | -17.9% |
| 3Y | +48.9% | +210.5% | -161.6% | +2.2% |
| 5Y | +21.1% | +432.7% | -411.6% | -30.6% |
| 10Y | +242.8% | +717.1% | -474.3% | +63.9% |
| All | +242.8% | +728.0% | -485.3% | +63.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling