The striker's father John recently passed away and never got the chance to see his son hit the back of the net at the Light Blues' famous Govan home.
After his dad made the trip from Ireland to Glasgow to see his League One bow against Brechin City, Daly somehow failed to find the target as a host of chances went unconverted in a comfortable win for Ally McCoist's side.
The 30-year-old has been in blistering form recently as he has hit 15 goals in 12 games and he hopes his scoring exploits make up for a rare off-day.
He said: "The season could probably have gone even better for me so far, to be honest. I could have had a few more goals.
"It took me four games before I got my first goals for the club. I missed a few on my Ibrox debut against Brechin City. I still beat myself up about that.
"I've recently lost my dad. He was over to watch that game against Brechin and never got to see me score at Ibrox.
"It would have been great for him to see that. But it was a bad day at the office for me and it's something I sometimes look back on and wish I'd stuck one away.
"At the time of my move to Ibrox, I spoke to my dad and he was delighted that a club like Rangers were in for me. He told me to jump at the chance. I think I'd pretty much made my mind up that I was coming anyway, but it was nice that he was full of enthusiasm for the move.
"He was very proud that I had signed for Rangers, although he did give me stick for not scoring in that first game at Ibrox.
"That's the way he was, he used to have that kind of banter with me.
"But he was very proud and hopefully I can still do him proud in the future."
Daly has been an instrumental part of Rangers' storming start to the season that has seen them race clear at the top of the League One standings.
With a Scottish Cup fifth-round tie against Dunfermline and a Ramsdens Cup final clash with Raith Rovers also on the horizon, it could be a season to remember for Ally McCoist's side.
But Daly insists the Gers won't get ahead of themselves as they bid to extend their remarkable winning run by seeing off Stranraer this afternoon.
He said: "If we start looking too far down the line, that's when you take your eye off the ball and can lose a game.
"We need to focus fully on the Stranraer clash, take three points if we can, then move on to the next game.
"If we start thinking about the Ramsdens Cup final, or the Scottish Cup tie against Dunfermline, then your eye can come off the ball."