Return.relative {PerformanceAnalytics}R Documentation

calculate the relative return of one asset to another

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)
[Package PerformanceAnalytics version 0.9.9-5 Index]