+63.3%
QBTS vs RY
+208.2%
-144.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.8% |
| 7D | -2.4% | +3.1% | -5.5% | -5.2% |
| 30D | -22.5% | -0.3% | -22.2% | -22.2% |
| 3M | -40.0% | +8.7% | -48.7% | -44.4% |
| 6M | -12.3% | +28.5% | -40.9% | -29.4% |
| YTD | -36.6% | +25.1% | -61.7% | -47.6% |
| 1Y | +8.4% | +46.3% | -37.9% | -20.4% |
| 3Y | +1,380.4% | +154.9% | +1,225.4% | +660.0% |
| 5Y | +69.7% | +140.3% | -70.6% | -9.8% |
| All | +63.3% | +208.2% | -144.8% | -17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling