charts.RollingPerformance {PerformanceAnalytics} | R Documentation

## rolling performance chart

### Description

A wrapper to create a rolling annualized returns chart, rolling annualized standard deviation chart, and a rolling annualized sharpe ratio chart.

### Usage

    charts.RollingPerformance(R, width = 12, rf = 0, main = NULL, trim = TRUE, event.labels = NULL, ...)

### Arguments

`R` | a vector, matrix, data frame, timeSeries or zoo object of asset returns
`width` | number of periods to apply rolling function over
`rf` | risk free rate, in same period as your returns
`main` | set the chart title, same as in `plot`
`trim` | TRUE/FALSE, whether to keep alignment caused by NA's
`event.labels` | TRUE/FALSE whether or not to display lines and labels for historical market shock events
`...` | any other passthru parameters

### Value

A stack of three related timeseries line charts

### Author(s)

Peter Carl

### References

### See Also

`chart.RollingPerformance`

### Examples

[Package PerformanceAnalytics version 0.9.5 Index]