+252.6%
QCOM vs VLO
+871.1%
-618.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.3% | +5.2% | -1.9% | +1.9% |
| 30D | +7.7% | +22.6% | -14.9% | +1.7% |
| 3M | -30.1% | +43.8% | -73.8% | -37.1% |
| 6M | +22.8% | +65.7% | -42.9% | +5.3% |
| YTD | +0.2% | +131.1% | -130.9% | -22.3% |
| 1Y | +7.9% | +143.6% | -135.8% | -17.9% |
| 3Y | +55.8% | +201.4% | -145.6% | +9.5% |
| 5Y | +30.1% | +568.9% | -538.8% | -28.7% |
| All | +252.6% | +871.1% | -618.5% | +81.7% |
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