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  • OKE vs BURL✓SelectedUSD · BURLOKE vs BURL performance historyLatest closeAs of-0.33%09/04
Stock and ETF performance explorer

OKE vs BURL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+336.2%
BURL return
+1,051.1%
Excess return
-715.0%
Maximum drawdown
-80.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioBURLExcessAlpha
1D-0.3%+2.6%-3.0%-1.0%
7D+0.7%-2.8%+3.5%+1.4%
30D+9.4%-28.2%+37.5%+19.3%
3M+8.6%-17.6%+26.2%+13.6%
6M+15.3%-11.8%+27.1%+16.9%
YTD+34.8%-8.1%+42.9%+34.7%
1Y+35.3%-12.0%+47.2%+35.6%
3Y+69.5%+63.3%+6.2%+34.3%
5Y+135.2%-10.8%+146.0%+114.8%
10Y+261.7%+215.9%+45.8%+134.2%
All+336.2%+1,051.1%-715.0%+148.5%

Cumulative growth

Daily Returns

Daily percentage return beside BURL.

Daily Out/Under-Performance

Portfolio return minus BURL return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × BURL 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 BURL 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