+506.6%
APP vs DBX
+22.6%
+484.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -3.0% | -3.1% |
| 7D | +61.1% | -7.3% | +68.4% | +69.0% |
| 30D | +42.8% | -5.7% | +48.5% | +47.6% |
| 3M | +16.7% | -6.3% | +23.0% | +19.5% |
| 6M | -15.6% | +12.1% | -27.7% | -26.2% |
| YTD | -41.3% | +16.5% | -57.9% | -51.0% |
| 1Y | -39.3% | +6.1% | -45.3% | -45.5% |
| 3Y | +803.2% | +21.8% | +781.4% | +533.2% |
| 5Y | +313.2% | +19.1% | +294.0% | +183.6% |
| All | +506.6% | +22.6% | +484.0% | +230.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 10y: compounded portfolio wealth divided by compounded DBX 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…
10y analysis · Full analysis span regression · 6 months rolling