rsquare
Get R2 Score for portfolio and benchmark selected
Source Code: [link]
openbb.portfolio.metric.rsquare(portfolio_engine: portfolio_engine.PortfolioEngine)
Parameters
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| portfolio_engine | PortfolioEngine | PortfolioEngine class instance, this will hold transactions and perform calculations. Use portfolio.load to create a PortfolioEngine. | None | False |
Returns
| Type | Description |
|---|---|
| pd.DataFrame | DataFrame with R2 Score between portfolio and benchmark for different periods |
Examples
from openbb_terminal.sdk import openbb
p = openbb.portfolio.load("openbb_terminal/miscellaneous/portfolio_examples/holdings/example.csv")
output = openbb.portfolio.metric.rsquare(p)