+74.1%
QBTS vs RY
+205.9%
-131.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.8% | +7.3% | +7.3% |
| 7D | +6.8% | +2.7% | +4.1% | +4.1% |
| 30D | -14.9% | -1.0% | -13.9% | -14.1% |
| 3M | -31.6% | +7.6% | -39.2% | -36.2% |
| 6M | -4.9% | +29.5% | -34.4% | -23.9% |
| YTD | -32.4% | +24.2% | -56.6% | -43.8% |
| 1Y | +14.6% | +46.4% | -31.8% | -15.8% |
| 3Y | +1,839.6% | +159.4% | +1,680.2% | +894.8% |
| 5Y | +81.2% | +141.8% | -60.6% | -3.2% |
| All | +74.1% | +205.9% | -131.8% | -11.2% |
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