+32.3%
DLR vs TAP
+2.0%
+30.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.4% |
| 7D | -3.6% | +0.5% | -4.1% | -3.8% |
| 30D | -3.5% | +9.1% | -12.6% | -5.0% |
| 3M | -8.9% | -3.8% | -5.1% | -8.6% |
| 6M | -11.6% | -3.4% | -8.1% | -11.5% |
| YTD | +14.9% | -10.6% | +25.5% | +16.2% |
| 1Y | +6.4% | -4.4% | +10.8% | +6.0% |
| 3Y | +47.3% | -24.4% | +71.6% | +52.2% |
| All | +32.3% | +2.0% | +30.4% | +30.6% |
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