rsharpe
Show rolling sharpe portfolio vs benchmark
Usage
rsharpe [-p PERIOD] [-r RISK_FREE_RATE]
Parameters
| Name | Parameter | Description | Default | Optional | Choices |
|---|---|---|---|---|---|
| period | -p --period | Period to apply rolling window | 1y | True | mtd, qtd, ytd, 3m, 6m, 1y, 3y, 5y, 10y, all |
| risk_free_rate | -r --rfr | Set risk free rate for calculations. | 0 | True | None |