+56.9%
DLR vs TAP
-27.5%
+84.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +1.6% | -2.3% | +3.9% | +1.8% |
| 30D | -3.4% | -2.1% | -1.2% | -3.2% |
| 3M | +0.5% | +6.6% | -6.1% | -0.3% |
| 6M | +4.6% | -11.5% | +16.0% | +5.6% |
| YTD | +23.4% | -10.3% | +33.7% | +24.3% |
| 1Y | +19.0% | -14.4% | +33.4% | +20.7% |
| All | +56.9% | -27.5% | +84.4% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 3y: compounded portfolio wealth divided by compounded TAP 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…
3y analysis · Full analysis span regression · 6 months rolling