-1

If I know the daily performance of an investment strategy vs. buy and hold for a certain number of days, how can I get the performance over an entire period?

For example:

day 1) vs. Buy hold = 3%
day 2) vs. Buy hold = 2%
...
day 30) vs Buy hold = 7%

What is the formula to calculate the total performance vs Buy hold over x days?

Thanks

2

You need to compound the daily returns: (1 + 0.03) * (1 + 0.02) * ... * (1 + 0.07) - 1.

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