calculate the relative return of one asset to another
Calculates the ratio of the cumulative performance for two assets through time.
Return.relative(Ra, Rb, ...)
Ra |
an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns |
Rb |
return object for the benchmark asset |
... |
ignored |
xts or other time series of relative return
Peter Carl
data(managers) head(Return.relative(managers[,1:3], managers[,8,drop=FALSE]),n=20)
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