% Change YTD: Relative Comparison Chart vs. Script

Optuma Forums Optuma Scripting % Change YTD: Relative Comparison Chart vs. Script

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  • #68377
    Daniel
    • Topics: 3
    • Replies: 3
    • Posts: 6

    Optuma Team – When I open $RYE as a security in a “Relative Comparison Chart”, the YTD performance through 5/24/22 is 47.73%. However, when I open RYE in a watchlist and run the script “CHANGE(INT_TYPE=Fixed, DATE=2021-12-31)”, the return shows 52.90%. I get the same result when I change the starting fixed date to 1/1/2022. Can you explain the discrepancy between the Relative Comparison Chart and my script?

    Thanks!
    Dan

    #68379
    Darren
    • Topics: 70
    • Replies: 802
    • Posts: 872

    Hi Dan,

    Change the Relative Comparison chart to Selected Date and 12/31/21 and it will show 52.9% (this is a known issue with the RelComp chart calculating YTD from the first close of the year rather than the last close of the previous year).

    Capture

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