+230.9%
QCOM vs VLO
+791.1%
-560.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.7% | +2.9% |
| 7D | +5.8% | -6.5% | +12.3% | +7.6% |
| 30D | -2.3% | -17.8% | +15.5% | +2.3% |
| 3M | +2.7% | +19.6% | -16.9% | -3.5% |
| 6M | -21.0% | +49.3% | -70.3% | -30.7% |
| YTD | +1.8% | +122.4% | -120.6% | -21.4% |
| 1Y | +2.4% | +107.4% | -105.0% | -19.3% |
| 3Y | +52.1% | +223.1% | -170.9% | +3.4% |
| 5Y | +14.6% | +432.2% | -417.6% | -34.2% |
| 10Y | +230.9% | +743.6% | -512.8% | +58.2% |
| All | +230.9% | +791.1% | -560.2% | +58.2% |
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