+56.8%
RGTI vs EFX
-36.2%
+92.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.3% |
| 7D | +0.5% | -4.5% | +5.0% | +3.6% |
| 30D | -17.1% | -6.1% | -11.0% | -14.5% |
| 3M | -26.0% | +6.2% | -32.2% | -33.1% |
| 6M | -9.9% | -11.2% | +1.4% | -7.4% |
| YTD | -31.1% | -21.4% | -9.7% | -23.6% |
| 1Y | -8.5% | -34.3% | +25.8% | +15.8% |
| 3Y | +652.2% | -12.5% | +664.7% | +659.6% |
| All | +56.8% | -36.2% | +92.9% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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