+3,595.6%
DLR vs TAP
+103.2%
+3,492.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +1.6% | -2.3% | +3.9% | +2.2% |
| 30D | -3.4% | -2.1% | -1.2% | -2.9% |
| 3M | +0.5% | +6.6% | -6.1% | -1.8% |
| 6M | +4.6% | -11.5% | +16.0% | +7.6% |
| YTD | +23.4% | -10.3% | +33.7% | +26.0% |
| 1Y | +19.0% | -14.4% | +33.4% | +22.7% |
| 3Y | +56.5% | -28.3% | +84.8% | +67.4% |
| 5Y | +33.3% | +1.7% | +31.6% | +25.4% |
| 10Y | +165.1% | -49.2% | +214.4% | +195.8% |
| All | +3,595.6% | +103.2% | +3,492.5% | +2,472.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling