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  • DAL vs OKE✓SelectedUSD · OKEDAL vs OKE performance historyLatest closeAs of-0.27%09/09
Stock and ETF performance explorer

DAL vs OKE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+135.0%
OKE return
+248.9%
Excess return
-113.9%
Maximum drawdown
-69.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioOKEExcessAlpha
1D-0.3%-1.7%+1.5%+0.5%
7D+0.8%-0.2%+1.0%+0.8%
30D-11.7%+6.1%-17.8%-14.1%
3M-2.7%+10.4%-13.2%-7.8%
6M+30.7%+14.2%+16.5%+20.5%
YTD+14.4%+35.3%-21.0%-3.3%
1Y+31.2%+40.6%-9.4%+8.6%
3Y+99.4%+72.2%+27.2%+47.8%
5Y+98.6%+139.6%-41.1%+24.4%
10Y+135.0%+259.1%-124.1%+14.7%
All+135.0%+248.9%-113.9%+14.7%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling