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About

The Portfolio Return model consists of bar charts showing the annualised returns on a portfolio at different times, compared with the value of the portfolio in the previous period (frequency can be selected to be daily, monthly or annually). The user can also choose to include the data of the returns of a benchmark, to be shown as a comparison against his/her portfolio returns (the user is free to choose the benchmark – can be an index or commodity).

Guide

Name	Image/Description
Frequency	Select the resolution at which returns data are to be viewed.
Portfolio	Select a portfolio of interest, and whether to include a benchmark.
Benchmark (optional)	Select a benchmark (against which the portfolio is compared). If it is a future continuous contract, tick checkbox 'CONT' and fill in the 'Serial No.'. For more information, please refer to Futures Continuous Contract Data Setting. Otherwise, select the 'Contract Month' and 'Contract Year' for the product(s) of interest.
Select Unit	Select the unit for the product. You may leave it as "Default". For more information about other units, please refer to Select Unit (Data Transformation Tool).
Comments	The inserted comments will be displayed at the bottom of the application. This can be useful for documentation purposes or for settings description.

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.

Functionality

Displayed below are some noteworthy user interactions you can find on this application.

Name	Description	Interaction
Multi Tooltip Lines (Vertical and Horizontal)	Mouse-over the graph and a tooltip will appear, displaying the values on the X-axis ('Date') and the Y-axis (annualised return of portfolio).	Plot Element

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