+35.3%
DLR vs TAP
0.0%
+35.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.2% |
| 7D | +3.4% | -2.3% | +5.7% | +3.8% |
| 30D | -2.2% | -9.4% | +7.2% | -0.7% |
| 3M | +4.7% | -0.8% | +5.5% | +4.6% |
| 6M | +9.0% | -14.7% | +23.8% | +11.5% |
| YTD | +24.1% | -13.9% | +38.1% | +26.4% |
| 1Y | +20.9% | -18.6% | +39.6% | +24.4% |
| 3Y | +60.0% | -32.0% | +92.0% | +69.3% |
| 5Y | +35.3% | -1.0% | +36.3% | +35.1% |
| All | +35.3% | 0.0% | +35.3% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling