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  • FSLR vs OKE✓SelectedUSD · OKEFSLR vs OKE performance historyLatest closeAs of-4.76%09/09
Stock and ETF performance explorer

FSLR vs OKE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+720.9%
OKE return
+1,340.1%
Excess return
-619.1%
Maximum drawdown
-96.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioOKEExcessAlpha
1D-4.8%-1.7%-3.0%-4.0%
7D+0.2%-0.2%+0.4%+0.4%
30D-15.1%+6.1%-21.2%-17.3%
3M-22.5%+10.4%-33.0%-26.6%
6M+4.0%+14.2%-10.2%-4.0%
YTD-22.3%+35.3%-57.6%-33.8%
1Y0.0%+40.6%-40.6%-16.8%
3Y+10.9%+72.2%-61.4%-18.3%
5Y+105.4%+139.6%-34.2%+26.8%
10Y+447.0%+259.1%+187.9%+115.1%
All+720.9%+1,340.1%-619.1%-10.7%

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