okama.Portfolio.real_mean_return
- property Portfolio.real_mean_return
Calculate annualized real mean return (arithmetic mean) for the rate of return time series.
Real rate of return is adjusted for inflation. Real return is defined if there is an inflation=True option in Portfolio.
- Returns:
- float
Annualized value of the mean for the real rate of return time series.
Examples
>>> pf = ok.Portfolio(['MSFT.US', 'AAPL.US']) >>> pf.real_mean_return 0.3088967455111862