fig, ax = plt.subplots(1,1)
(r_p+1).cumprod().plot(ax=ax)
(r_bench+1).cumprod().plot(ax=ax)
ax.legend(["portfolio", "benchmark"])
fig, ax = plt.subplots(1,1)
(r_p+1).cumprod().plot(ax=ax)
(r_bench+1).cumprod().plot(ax=ax)
ax.legend(["portfolio", "benchmark"])