3% chance even later?

I'll be using a combination method of BC when my fiancé and I marry next month: diaphragm, natural method...plus, perhaps, condoms/pulling out when in the fertile window. So I use this app to help track for the natural method. When it says 3% chance every day that isn't something or other exciting day, and tells me I can still get pregnant, even right before my period, how does that work if I've already ovulated like a week or two ago and the egg dies after a day or so? Is it a liability, covering for if someone gets pregnant?