Compute annualized return based on daily returns for vector

Compute annualized return based on daily returns for vector

compute_annualized_return(R, scale = 252)

Arguments

R

An xts or vector 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 vector with annualized returns