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rsharpe

Show rolling sharpe portfolio vs benchmark

Usage

rsharpe [-p PERIOD] [-r RISK_FREE_RATE]

Parameters

NameDescriptionDefaultOptionalChoices
periodPeriod to apply rolling window1yTruemtd, qtd, ytd, 3m, 6m, 1y, 3y, 5y, 10y, all
risk_free_rateSet risk free rate for calculations.0TrueNone

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