\HeaderA{charts.RollingPerformance}{rolling performance chart}{charts.RollingPerformance}
\keyword{ts}{charts.RollingPerformance}
\keyword{multivariate}{charts.RollingPerformance}
\keyword{distribution}{charts.RollingPerformance}
\keyword{models}{charts.RollingPerformance}
\keyword{hplot}{charts.RollingPerformance}
\begin{Description}\relax
A wrapper to create a rolling annualized returns chart, rolling annualized standard deviation chart, and a rolling annualized sharpe ratio chart.
\end{Description}
\begin{Usage}
\begin{verbatim}
charts.RollingPerformance(R, width = 12, Rf = 0, main = NULL, trim = TRUE,
                          event.labels = NULL, legend.loc = NULL, ...)
\end{verbatim}
\end{Usage}
\begin{Arguments}
\begin{ldescription}
\item[\code{R}] an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns 
\item[\code{width}] number of periods to apply rolling function over 
\item[\code{Rf}] risk free rate, in same period as your returns 
\item[\code{main}] set the chart title, same as in \code{plot} 
\item[\code{trim}] TRUE/FALSE, whether to keep alignment caused by NA's 
\item[\code{event.labels}] TRUE/FALSE whether or not to display lines and labels for historical market shock events 
\item[\code{legend.loc}] places a legend into one of nine locations on the chart: bottomright, bottom, bottomleft, left, topleft, top, topright, right, or center. 
\item[\code{...}] any other passthru parameters 
\end{ldescription}
\end{Arguments}
\begin{Author}\relax
Peter Carl
\end{Author}
\begin{SeeAlso}\relax
\code{\LinkA{chart.RollingPerformance}{chart.RollingPerformance}}
\end{SeeAlso}
\begin{Examples}
\begin{ExampleCode}
data(managers)
charts.RollingPerformance(managers[,1:8], Rf=managers[,10,drop=FALSE], colorset=tim8equal, main="Rolling 12-Month Performance", legend.loc="topleft")
\end{ExampleCode}
\end{Examples}

