+49,194.2%
QCOM vs VLO
+17,976.3%
+31,218.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +5.8% |
| 7D | +0.4% | -13.3% | +13.7% | +3.7% |
| 30D | -6.6% | -18.3% | +11.7% | -2.6% |
| 3M | +3.7% | +14.3% | -10.7% | -0.6% |
| 6M | -13.3% | +47.6% | -61.0% | -22.2% |
| YTD | -1.8% | +116.0% | -117.8% | -20.4% |
| 1Y | -2.5% | +101.0% | -103.5% | -19.6% |
| 3Y | +47.0% | +199.0% | -152.1% | +8.6% |
| 5Y | +13.1% | +419.0% | -405.9% | -28.4% |
| 10Y | +224.7% | +778.2% | -553.5% | +69.3% |
| All | +49,194.2% | +17,976.3% | +31,218.0% | +13,178.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling