+0.2%
QBTS vs RY
+125.1%
-124.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.4% | -7.2% | -7.1% |
| 7D | +8.7% | -0.5% | +9.3% | +9.3% |
| 30D | -26.5% | +4.7% | -31.2% | -29.7% |
| 3M | -52.6% | -4.5% | -48.1% | -50.1% |
| 6M | -56.0% | +12.5% | -68.5% | -60.7% |
| YTD | -62.4% | +21.1% | -83.5% | -68.4% |
| 1Y | -62.7% | +38.6% | -101.4% | -72.0% |
| 3Y | +1,266.7% | +160.2% | +1,106.5% | +561.8% |
| 5Y | +0.2% | +124.7% | -124.5% | -48.4% |
| All | +0.2% | +125.1% | -124.9% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling