okama.Portfolio.ror

property Portfolio.ror

Calculate monthly rate of return time series for portfolio.

Returns:

Series

Rate of return monthly time series for portfolio.

Examples

>>> pf = ok.Portfolio(first_date='2020-01', last_date='2020-12')
>>> pf.ror
Date
2020-01   -0.0004
2020-02   -0.0792
2020-03   -0.1249
2020-04    0.1270
2020-05    0.0476
2020-06    0.0177
2020-07    0.0589
2020-08    0.0698
2020-09   -0.0374
2020-10   -0.0249
2020-11    0.1088
2020-12    0.0370
Freq: M, Name: portfolio_4669.PF, dtype: float64

>>> import matplotlib.pyplot as plt
>>> pf.ror.plot(kind='bar')
>>> plt.show()