+5.2%
QBTS vs RY
+196.2%
-191.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -1.3% | +19.3% | +19.2% |
| 7D | +0.3% | -0.9% | +1.2% | +1.2% |
| 30D | -29.8% | +5.9% | -35.7% | -33.4% |
| 3M | -45.0% | -4.3% | -40.7% | -42.6% |
| 6M | -55.2% | +12.1% | -67.3% | -59.5% |
| YTD | -59.2% | +20.3% | -79.4% | -64.9% |
| 1Y | -62.4% | +41.0% | -103.4% | -71.4% |
| 3Y | +1,264.0% | +157.5% | +1,106.4% | +619.4% |
| 5Y | +8.8% | +123.2% | -114.4% | -39.7% |
| All | +5.2% | +196.2% | -191.0% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling