+1,057.9%
UPRO vs JBHT
+194.3%
+863.6%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -3.6% | -9.6% | -9.8% |
| 7D | -14.4% | -1.4% | -13.0% | -12.9% |
| 30D | -18.2% | -3.1% | -15.2% | -15.9% |
| 3M | -16.4% | -19.5% | +3.1% | +0.2% |
| 6M | -2.6% | -9.6% | +6.9% | +1.6% |
| YTD | +11.1% | +13.3% | -2.2% | -9.7% |
| 1Y | +11.8% | +29.7% | -17.9% | -21.5% |
| 3Y | +209.9% | +28.3% | +181.6% | +98.4% |
| 5Y | +80.9% | +18.5% | +62.4% | +28.0% |
| All | +1,057.9% | +194.3% | +863.6% | +240.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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