# How to compute estimate performance with variable returns and days held

I have a trading strategy that results in a number of holdings, each of which has a variable number of days held, and obviously, return. So, for example, suppose I run a Monte Carlo simulation, and on average I get the following holdings:

return: 0.01, days held: 5
return: -0.005, days held: 10
return: 0.04, days held: 2
return: 0.002, days held: 7


Assuming that each holding has a fixed percentage of capital allocated to it, how would I go about computing an estimated annual yield, assuming a fixed amount of cash. You can see, for example, that the 2nd holding not only loses money, but it also holds up capital for 10 days. It's not sufficient to simply compute return / day and average them, because of this opportunity cost implication.

Is there an analytical solution to this computation?