-95.1%
UVXY vs JBHT
+47.5%
-142.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +3.7% |
| 7D | -5.0% | +4.9% | -9.9% | +0.4% |
| 30D | -20.5% | +0.6% | -21.1% | -19.7% |
| 3M | -36.6% | -3.2% | -33.4% | -38.4% |
| 6M | -56.9% | +17.0% | -73.9% | -44.7% |
| YTD | -51.2% | +41.7% | -92.9% | -20.9% |
| 1Y | -69.8% | +90.0% | -159.8% | -33.7% |
| All | -95.1% | +47.5% | -142.6% | -86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling