trtomr: Total return to multiplicative return

View source: R/avfintools.R

trtomrR Documentation

Total return to multiplicative return

Description

Multiplicative returns are always comparative to the earliest return

Usage

trtomr(df)

Arguments

df

Dataframe with daily data

Value

A vector in dataframe format cumulative multiplicative returns

Examples

trtomr(SPYdaily)

avfintools documentation built on Oct. 6, 2022, 5:14 p.m.