+887.9%
APP vs DBX
+26.6%
+861.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.9% | +3.9% |
| 7D | +4.6% | -3.3% | +7.8% | +5.8% |
| 30D | +56.0% | -5.9% | +61.9% | +59.4% |
| 3M | +30.8% | -6.7% | +37.5% | +33.4% |
| 6M | -9.8% | +28.0% | -37.8% | -21.1% |
| YTD | -39.3% | +20.6% | -59.9% | -46.0% |
| 1Y | -26.4% | +10.3% | -36.7% | -31.7% |
| 3Y | +887.9% | +24.0% | +863.9% | +660.7% |
| All | +887.9% | +26.6% | +861.3% | +660.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling