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---------

Co-authored-by: jose-donato <zmcdonato@gmail.com>
Co-authored-by: jose-donato <43375532+jose-donato@users.noreply.github.com>
Co-authored-by: andrewkenreich <andrew.kenreich@gmail.com>
2023-10-30 21:01:29 +00:00

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title, description, keywords
title description keywords
trackerr The 'trackerr' method in openbb.portfolio.metric provides tracking errors over different time windows for a given portfolio. It uses the PortfolioEngine instance and has an optional window parameter for rolling values. You need to call portfolio.load to create a PortfolioEngine instance.
trackerr
PortfolioEngine
tracking errors
openbb portfolio
portfolio metrics
Portfolio calculation
python portfolio
openbb_terminal.sdk
openbb portfolio load
openbb portfolio metric
Finance portfolio

import HeadTitle from '@site/src/components/General/HeadTitle.tsx';

Get tracking error

Source Code: [link]

openbb.portfolio.metric.trackerr(portfolio_engine: portfolio_engine.PortfolioEngine, window: int = 252)

Parameters

Name Type Description Default Optional
portfolio_engine PortfolioEngine PortfolioEngine class instance, this will hold transactions and perform calculations.
Use portfolio.load to create a PortfolioEngine.		 None False
window int Interval used for rolling values 252 True

Returns

Type Description
pd.DataFrame DataFrame of tracking errors during different time windows

Examples

from openbb_terminal.sdk import openbb
p = openbb.portfolio.load("openbb_terminal/miscellaneous/portfolio_examples/holdings/example.csv")
output = openbb.portfolio.metric.trackerr(p)