PerformanceAnalytics (version 1.1.0)

Return.relative: 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

See Also

chart.RelativePerformance

Examples

data(managers)
head(Return.relative(managers[,1:3], managers[,8,drop=FALSE]),n=20)