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  • CIFR vs OKE✓SelectedUSD · OKECIFR vs OKE performance historyLatest closeAs of-8.70%09/09
Stock and ETF performance explorer

CIFR vs OKE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+70.7%
OKE return
+376.9%
Excess return
-306.2%
Maximum drawdown
-97.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioOKEExcessAlpha
1D-8.7%-1.7%-7.0%-8.1%
7D+11.3%-0.2%+11.5%+11.5%
30D+3.5%+6.1%-2.6%+1.4%
3M-26.6%+10.4%-37.1%-29.9%
6M+18.1%+14.2%+3.9%+10.1%
YTD+14.5%+35.3%-20.8%-1.6%
1Y+83.3%+40.6%+42.7%+54.4%
3Y+461.5%+72.2%+389.2%+377.3%
5Y+29.3%+139.6%-110.3%+6.2%
All+70.7%+376.9%-306.2%+38.7%

Cumulative growth

Daily Returns

Daily percentage return beside OKE.

Daily Out/Under-Performance

Portfolio return minus OKE return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × OKE 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 OKE 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