+653.5%
APP vs DBX
+26.1%
+627.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.7% | +3.4% |
| 7D | +0.9% | -2.4% | +3.3% | +1.9% |
| 30D | -23.3% | -0.5% | -22.8% | -23.2% |
| 3M | -42.6% | +28.1% | -70.7% | -49.2% |
| 6M | -33.6% | +33.1% | -66.7% | -43.5% |
| YTD | -52.4% | +25.3% | -77.7% | -58.1% |
| 1Y | -35.9% | +18.3% | -54.2% | -42.5% |
| All | +653.5% | +26.1% | +627.4% | +484.7% |
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