Return.relative: calculate the relative return of one asset to another

In PerformanceAnalytics: Econometric Tools for Performance and Risk Analysis

Description

Calculates the ratio of the cumulative performance for two assets through time.

Usage

Return.relative(Ra, Rb, ...)

Arguments

Ra	an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns
Rb	return object for the benchmark asset
...	ignored

Value

xts or other time series of relative return

Author(s)

Peter Carl

See Also

chart.RelativePerformance

Examples

data(managers)
head(Return.relative(managers[,1:3], managers[,8,drop=FALSE]),n=20)

PerformanceAnalytics documentation built on Feb. 6, 2020, 5:11 p.m.