excess_ret: Excess return time-series

In alejandro-sotolongo/InvestmentSuite: Investment Asset and Portfolio Time-Series Analysis

Description

Excess return time-series

Net y returns from all x returns

Usage

excess_ret(x, y, freq)

excess_ret(x, y, freq)

Arguments

x	data.frame of univarate or multivariate returns
y	data.frame of univariate return
freq	character to specify common or desired frequency

Details

x and y will be converted to freq. Each time-series or column in x will have y subtracted from it. y is a one time-series (e.g., a common benchmark or risk-free rate).

Value

data.frame of x that is net of y

data.frame of x returns that are net of y

alejandro-sotolongo/InvestmentSuite documentation built on Jan. 19, 2020, 5:20 p.m.