+1,470.1%
QBTS vs EQNR
+72.8%
+1,397.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.7% |
| 7D | +1.3% | +6.4% | -5.1% | +2.4% |
| 30D | -19.0% | +10.4% | -29.4% | -17.6% |
| 3M | -29.5% | +23.1% | -52.6% | -26.6% |
| 6M | -11.2% | +36.3% | -47.4% | -9.1% |
| YTD | -35.8% | +96.0% | -131.7% | -36.4% |
| 1Y | +1.7% | +94.2% | -92.5% | +1.0% |
| 3Y | +1,470.1% | +75.3% | +1,394.8% | +1,582.4% |
| All | +1,470.1% | +72.8% | +1,397.3% | +1,582.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling