+3,340.7%
DLR vs TAP
+102.3%
+3,238.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +1.0% |
| 7D | -3.6% | +0.5% | -4.1% | -3.9% |
| 30D | -3.5% | +9.1% | -12.6% | -6.3% |
| 3M | -8.9% | -3.8% | -5.1% | -8.5% |
| 6M | -11.6% | -3.4% | -8.1% | -11.6% |
| YTD | +14.9% | -10.6% | +25.5% | +16.9% |
| 1Y | +6.4% | -4.4% | +10.8% | +5.8% |
| 3Y | +47.3% | -24.4% | +71.6% | +54.3% |
| 5Y | +32.8% | +2.1% | +30.7% | +24.4% |
| 10Y | +169.6% | -48.7% | +218.3% | +198.3% |
| All | +3,340.7% | +102.3% | +3,238.4% | +2,285.6% |
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 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