Is it okay to ask advisor how I am doing with my research? I have some idea of how well I'm doing with my research in PhD, but maybe it differs from what my advisor thinks. Is it okay to ask (e.g. at the end of a meeting) how well I'm doing with my research? Can I say "Oh, by the way, how am I doing with my research?"
Yes, this is a fine question to ask, although I might phrase is slightly differently:


  "How happy are you with the progress that I am making?"


which makes it a little more open-ended and focuses the question more on process and progress.