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* add first iteration of content for Terminal Pro * Update index.md * Update dashboards.md * Update folders.md * Update grouping.md * Update report.md * Update templates.md * Update quick-start.md * Update index.md * Update index.md * Update home.md * Update news.md * Update index.md * Update index.md * Update index.md * Update data-provider.md * Update chat-with-widget.md * Update data-manipulation.md * Update forecasting.md * fix: images self closing tags * fix: only pro visitors can see pro * inter font * improve SEO content and restructuring * add new package for toggle on tutorials * move folder around * improve main page of each prod * small updates and improvements * fix logo above * small improvement in headtitle for portfolio funcs * fix typos from OpenAI's GPT-4 * fix _category_ json * remove generic SEO words * add script that generates SEO for documentation * add missing file * remove sdk warning message * fix links for andrew --------- 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>
101 lines
2.7 KiB
Markdown
Vendored
101 lines
2.7 KiB
Markdown
Vendored
---
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title: rbeta
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description: 'The page provides a comprehensive guide to using the PortfolioEngine
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for analyzing rolling beta. It discusses two key methods: calculating the rolling
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beta using ''rbeta'' function and visualizing it using ''rbeta_chart'' function.
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The page also provides detailed information about parameters for both methods, and
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examples.'
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keywords:
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- OpenBB portfolio
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- PortfolioEngine
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- rbeta
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- rbeta_chart
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- rolling beta
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- SEO metadata
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- metadata optimization
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- code examples
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- parameters
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- function usage
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---
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import HeadTitle from '@site/src/components/General/HeadTitle.tsx';
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<HeadTitle title="portfolio.rbeta - Reference | OpenBB SDK Docs" />
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import Tabs from '@theme/Tabs';
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import TabItem from '@theme/TabItem';
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<Tabs>
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<TabItem value="model" label="Model" default>
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Get rolling beta using portfolio and benchmark returns
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Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/portfolio/portfolio_model.py#L659)]
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```python
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openbb.portfolio.rbeta(portfolio_engine: portfolio_engine.PortfolioEngine, window: str = "1y")
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```
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---
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## Parameters
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| Name | Type | Description | Default | Optional |
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| ---- | ---- | ----------- | ------- | -------- |
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| portfolio | PortfolioEngine | PortfolioEngine object | None | True |
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| window | string | Interval used for rolling values.<br/>Possible options: mtd, qtd, ytd, 1d, 5d, 10d, 1m, 3m, 6m, 1y, 3y, 5y, 10y. | 1y | True |
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---
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## Returns
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| Type | Description |
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| ---- | ----------- |
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| pd.DataFrame | DataFrame of the portfolio's rolling beta |
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---
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## Examples
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```python
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from openbb_terminal.sdk import openbb
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p = openbb.portfolio.load("openbb_terminal/miscellaneous/portfolio_examples/holdings/example.csv")
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output = openbb.portfolio.rbeta(p)
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```
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---
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</TabItem>
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<TabItem value="view" label="Chart">
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Display rolling beta
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Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/portfolio/portfolio_view.py#L1050)]
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```python
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openbb.portfolio.rbeta_chart(portfolio_engine: portfolio_engine.PortfolioEngine, window: str = "1y", export: str = "", external_axes: Optional[List[matplotlib.axes._axes.Axes]] = None)
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```
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---
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## Parameters
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| Name | Type | Description | Default | Optional |
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| ---- | ---- | ----------- | ------- | -------- |
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| portfolio | PortfolioEngine | PortfolioEngine object | None | True |
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| window | str | interval for window to consider<br/>Possible options: mtd, qtd, ytd, 1d, 5d, 10d, 1m, 3m, 6m, 1y, 3y, 5y, 10y. | 1y | True |
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| export | str | Export to file | | True |
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| external_axes | Optional[List[plt.Axes]] | Optional axes to display plot on | None | True |
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---
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## Returns
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This function does not return anything
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---
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</TabItem>
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</Tabs>
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