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  • OKE vs DRI✓SelectedUSD · DRIOKE vs DRI performance historyLatest closeAs of-1.73%09/09
Stock and ETF performance explorer

OKE vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+9,449.5%
DRI return
+7,313.6%
Excess return
+2,135.9%
Maximum drawdown
-80.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D-1.7%-1.6%-0.1%-1.2%
7D-0.2%-4.8%+4.6%+1.3%
30D+6.1%-3.9%+10.0%+7.2%
3M+10.4%+5.1%+5.4%+8.3%
6M+14.2%+5.5%+8.6%+11.3%
YTD+35.3%+16.5%+18.9%+27.4%
1Y+40.6%+2.0%+38.6%+37.5%
3Y+72.2%+54.5%+17.7%+45.6%
5Y+139.6%+66.6%+73.0%+95.0%
10Y+259.1%+353.6%-94.5%+118.1%
All+9,449.5%+7,313.6%+2,135.9%+4,078.4%

Cumulative growth

Daily Returns

Daily percentage return beside DRI.

Daily Out/Under-Performance

Portfolio return minus DRI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DRI 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 DRI 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