+500.0%
APP vs DBX
+31.1%
+468.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.1% | +12.9% | +12.1% |
| 7D | +71.2% | -4.4% | +75.6% | +76.2% |
| 30D | +39.1% | +4.8% | +34.3% | +33.6% |
| 3M | +16.5% | +0.3% | +16.2% | +14.1% |
| 6M | -16.6% | +40.4% | -56.9% | -40.1% |
| YTD | -41.9% | +24.7% | -66.6% | -53.7% |
| 1Y | -37.0% | +20.9% | -57.9% | -49.1% |
| 3Y | +892.4% | +34.5% | +857.9% | +542.3% |
| 5Y | +297.3% | +24.6% | +272.7% | +165.5% |
| All | +500.0% | +31.1% | +468.9% | +212.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling