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rbeta

Get rolling beta using portfolio and benchmark returns

Source Code: [link]

openbb.portfolio.rbeta(portfolio_engine: portfolio_engine.PortfolioEngine, window: str = "1y")

Parameters

NameTypeDescriptionDefaultOptional
portfolioPortfolioEnginePortfolioEngine objectNoneTrue
windowstringInterval used for rolling values.
Possible options: mtd, qtd, ytd, 1d, 5d, 10d, 1m, 3m, 6m, 1y, 3y, 5y, 10y.
1yTrue

Returns

TypeDescription
pd.DataFrameDataFrame of the portfolio's rolling beta

Examples

from openbb_terminal.sdk import openbb
p = openbb.portfolio.load("openbb_terminal/miscellaneous/portfolio/holdings_example.xlsx")
output = openbb.portfolio.rbeta(p)