calculate_portfolio_return: calculate_portfolio_return
In causality-loop/clhelpers: clhelpers
View source: R/calculate_portfolio_return.R
calculate_portfolio_return R Documentation
calculate_portfolio_return
Description
Adds columns for cash before calculating the portfolio return.
Usage
calculate_portfolio_return(asset_units_xts, verbose = FALSE)
Arguments
asset_units_xts
xts, an xts of units to be joined to the asset returns to form a portfolio return
verbose
boolean, passed to PerformanceAnalytics::Return.portfolio(), Default: FALSE
Details
This is just a wrapper for PerformanceAnalytics::Return.portfolio(). See documentation for PerformanceAnalytics::Return.portfolio().
Value
See documentation for PerformanceAnalytics::Return.portfolio().
causality-loop/clhelpers documentation built on Aug. 31, 2022, 3:39 a.m.
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View source: R/calculate_portfolio_return.R
| calculate_portfolio_return | R Documentation |
calculate_portfolio_return
Description
Adds columns for cash before calculating the portfolio return.
Usage
calculate_portfolio_return(asset_units_xts, verbose = FALSE)
Arguments
asset_units_xts |
xts, an xts of units to be joined to the asset returns to form a portfolio return |
verbose |
boolean, passed to PerformanceAnalytics::Return.portfolio(), Default: FALSE |
Details
This is just a wrapper for PerformanceAnalytics::Return.portfolio(). See documentation for PerformanceAnalytics::Return.portfolio().
Value
See documentation for PerformanceAnalytics::Return.portfolio().
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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