Rolling Returns and Yearly Returns

Version 1.0.1 (4.2 KB) by Michael Robbins
Transform a tall table of returns into a table of rolling returns and a table of yearly returns.
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Updated 12 Jun 2023

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Transform a tall table of returns into a table of rolling returns and a table of yearly returns.
www.QuantitativeAssetManagement.com
https://www.amazon.com/Quantitative-Asset-Management-Michael-Robbins/dp/1264258445/

Cite As

Michael Robbins (2025). Rolling Returns and Yearly Returns (https://www.mathworks.com/matlabcentral/fileexchange/130974-rolling-returns-and-yearly-returns), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2023a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes
1.0.1

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1.0.0