+52.4%
QCOM vs VLO
+231.8%
-179.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -0.3% |
| 7D | +13.0% | +6.8% | +6.3% | +11.4% |
| 30D | +0.2% | -17.9% | +18.0% | +4.2% |
| 3M | +9.2% | +13.5% | -4.3% | +4.2% |
| 6M | -15.0% | +53.0% | -68.0% | -26.1% |
| YTD | +5.2% | +133.7% | -128.6% | -22.5% |
| 1Y | +2.4% | +115.7% | -113.3% | -22.3% |
| All | +52.4% | +231.8% | -179.4% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling