-70.8%
QBTS vs EQNR
+86.3%
-157.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -0.6% | -12.2% | -13.1% |
| 7D | -21.7% | -10.6% | -11.1% | -25.5% |
| 30D | -42.7% | -1.1% | -41.6% | -42.4% |
| 3M | -57.7% | +12.6% | -70.3% | -54.3% |
| 6M | -58.0% | +4.9% | -62.9% | -54.9% |
| YTD | -65.4% | +86.1% | -151.5% | -64.6% |
| 1Y | -70.8% | +87.5% | -158.3% | -68.8% |
| All | -70.8% | +86.3% | -157.1% | -68.8% |
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