+99.1%
UPRO vs JBHT
+21.8%
+77.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.8% |
| 7D | -2.9% | +0.9% | -3.8% | -3.2% |
| 30D | -12.4% | -1.1% | -11.3% | -11.6% |
| 3M | -11.9% | -14.8% | +3.0% | -2.2% |
| 6M | -1.7% | -7.4% | +5.8% | +0.2% |
| YTD | +18.5% | +17.3% | +1.2% | -2.6% |
| 1Y | +17.5% | +35.3% | -17.8% | -14.8% |
| 3Y | +218.4% | +33.9% | +184.4% | +114.8% |
| 5Y | +99.1% | +22.5% | +76.6% | +39.0% |
| All | +99.1% | +21.8% | +77.3% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling