+65.5%
QBTS vs EQNR
+294.7%
-229.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | +1.3% | +6.4% | -5.1% | +1.5% |
| 30D | -19.0% | +10.4% | -29.4% | -18.8% |
| 3M | -29.5% | +23.1% | -52.6% | -29.1% |
| 6M | -11.2% | +36.3% | -47.4% | -12.2% |
| YTD | -35.8% | +96.0% | -131.7% | -38.7% |
| 1Y | +1.7% | +94.2% | -92.5% | -2.8% |
| 3Y | +1,470.1% | +75.3% | +1,394.8% | +1,416.1% |
| 5Y | +72.3% | +187.2% | -114.9% | +67.1% |
| All | +65.5% | +294.7% | -229.2% | +64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling