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Input
Name | Description | Type | Example |
|---|---|---|---|
| Frequency | Resolution at which returns data are viewed. | Selection | Daily |
| Portfolio | Portfolio to be analysed. | Portfolio (selection) | ABC |
| Benchmark | Product to be used as a benchmark. | Product Name | Sugar #11 |
| Contract month. | Month | July | |
| Contract year. | Year | 2019 | |
| Continuous contract (for more information, please refer to Futures Continuous Contract Data Setting). | Checkbox | - | |
| Serial number of the starting futures contract (for more information, please refer to Futures Continuous Contract Data Setting). | Numerical Value | 1 | |
| Unit (for more information, please refer to Select Unit (Data Transformation Tool)). | Unit | Default | |
| Comments | Useful for documentation purposes or for settings description. | Text | - |
Output
| Name | Description | Type |
|---|---|---|
| Portfolio Returns Chart | Displays the history of the returns of a portfolio and its benchmark as a bar chart. Annualised return (Y-axis) is plotted against time (X-axis). | Plot |
Example
There are more days with positive returns than negative returns in this portfolio, and it is clearly outperforming the benchmark.
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