Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • NET vs OKE✓SelectedUSD · OKENET vs OKE performance historyLatest closeAs of-2.57%11/04
Stock and ETF performance explorer

NET vs OKE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,381.0%
OKE return
+89.6%
Excess return
+1,291.4%
Maximum drawdown
-82.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioOKEExcessAlpha
1D-2.6%-3.6%+1.1%-1.8%
7D-16.4%-5.2%-11.1%-15.4%
30D-25.8%+1.1%-27.0%-26.0%
3M-11.5%+2.2%-13.7%-12.1%
6M+18.9%0.0%+18.9%+18.3%
YTD+35.2%+26.5%+8.7%+27.1%
1Y+14.5%+44.6%-30.2%+4.2%
3Y+313.8%+53.8%+260.1%+275.6%
5Y+32.6%+82.4%-49.8%+17.5%
All+1,381.0%+89.6%+1,291.4%+1,539.2%

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