Compute annualized returns based on daily returns for matrix or xts

Compute annualized returns based on daily returns for matrix or xts

compute_annualized_returns(R, scale = 252)

Arguments

R

An xts or matrix with returns

scale

A numeric for the number of periods in a year (daily = 252 is default, monthly = 12, quarterly = 4, yearly = 1)

Value

A data frame with annualized returns for all investments