一方、日次リターンは直近から

0.011794 0.000683 -0.007088 -0.004294 -0.006312
0.017502 0.008467 -0.013221 -0.009996 0.007843
-0.006279 0.031584 -0.002594 -0.000955 -0.009474
0.008400 0.013424 0.009630 -0.004671 0.002607
-0.008954 0.004961 -0.019768 0.008361 -0.000708
0.006528 0.000139 -0.018088 -0.013820 0.001797
-0.016206 -0.010388 0.005106 0.014067 -0.003712
0.013005 -0.007782 0.013244 -0.013320 0.000000