+10.0%
QBTS vs EQNR
+87.7%
-77.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +1.1% |
| 7D | -6.0% | +2.7% | -8.7% | -4.9% |
| 30D | -23.0% | +10.0% | -32.9% | -19.5% |
| 3M | -38.9% | +13.5% | -52.5% | -34.5% |
| 6M | -7.8% | +39.2% | -47.0% | -6.7% |
| YTD | -35.7% | +86.6% | -122.3% | -39.5% |
| All | +10.0% | +87.7% | -77.7% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 1y: compounded portfolio wealth divided by compounded EQNR 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…
1y analysis · Full analysis span regression · 6 months rolling